+1,124.0%
TTMI vs WTW
+198.0%
+926.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +0.7% | -5.7% | +6.4% | +2.4% |
| 30D | -8.4% | -7.3% | -1.2% | -6.7% |
| 3M | -32.5% | +21.5% | -53.9% | -37.5% |
| 6M | +32.5% | +9.6% | +22.9% | +25.1% |
| YTD | +83.2% | -3.3% | +86.5% | +81.0% |
| 1Y | +161.7% | -6.1% | +167.8% | +160.9% |
| 3Y | +890.1% | +61.8% | +828.3% | +634.4% |
| 5Y | +832.4% | +42.7% | +789.8% | +633.1% |
| All | +1,124.0% | +198.0% | +926.0% | +613.8% |
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