-18.7%
TSN vs WTW
+42.0%
-60.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.0% | -5.7% | +8.7% | +4.3% |
| 30D | -4.2% | -7.3% | +3.1% | -2.8% |
| 3M | -3.9% | +21.5% | -25.4% | -8.0% |
| 6M | -9.8% | +9.6% | -19.5% | -12.2% |
| YTD | -7.3% | -3.3% | -4.0% | -7.6% |
| 1Y | -2.2% | -6.1% | +3.9% | -1.9% |
| 3Y | +11.9% | +61.8% | -50.0% | -0.4% |
| All | -18.7% | +42.0% | -60.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling