+917.7%
TT vs WTW
+198.0%
+719.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -5.7% | +4.5% | +1.0% |
| 30D | -7.3% | -7.3% | -0.1% | -4.7% |
| 3M | -3.6% | +21.5% | -25.1% | -11.7% |
| 6M | +2.8% | +9.6% | -6.8% | -2.7% |
| YTD | +14.5% | -3.3% | +17.8% | +13.5% |
| 1Y | +7.4% | -6.1% | +13.6% | +7.7% |
| 3Y | +116.2% | +61.8% | +54.4% | +61.7% |
| 5Y | +147.4% | +42.7% | +104.7% | +94.8% |
| All | +917.7% | +198.0% | +719.6% | +479.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling