+149.3%
BWA vs TCOM
-9.8%
+159.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | -1.3% | -4.9% | +3.6% | -0.1% |
| 30D | -2.9% | -14.4% | +11.5% | +0.7% |
| 3M | -10.7% | -17.7% | +6.9% | -7.1% |
| 6M | +26.5% | -25.1% | +51.6% | +34.6% |
| YTD | +49.1% | -45.7% | +94.8% | +70.8% |
| 1Y | +52.1% | -47.9% | +99.9% | +75.8% |
| 3Y | +72.6% | +8.9% | +63.6% | +56.9% |
| 5Y | +89.4% | +26.9% | +62.6% | +53.6% |
| All | +149.3% | -9.8% | +159.1% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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