+599.1%
TSN vs WTW
+1,094.8%
-495.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | 0.0% |
| 7D | -7.3% | -7.1% | -0.2% | -5.3% |
| 30D | -8.6% | -8.5% | -0.1% | -6.3% |
| 3M | -7.5% | +20.6% | -28.1% | -12.9% |
| 6M | -14.1% | +7.2% | -21.3% | -16.6% |
| YTD | -9.4% | -3.9% | -5.6% | -9.6% |
| 1Y | -4.1% | -3.6% | -0.5% | -4.4% |
| 3Y | +10.3% | +60.7% | -50.3% | -7.0% |
| 5Y | -19.7% | +42.2% | -61.9% | -30.8% |
| 10Y | -7.0% | +195.5% | -202.5% | -37.8% |
| All | +599.1% | +1,094.8% | -495.7% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling