+842.5%
BWA vs TCOM
+2,569.4%
-1,726.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.7% |
| 7D | +0.1% | -10.2% | +10.3% | +2.7% |
| 30D | -5.6% | -16.8% | +11.3% | -1.4% |
| 3M | -10.7% | -16.7% | +6.0% | -7.4% |
| 6M | +23.2% | -27.1% | +50.2% | +31.8% |
| YTD | +46.0% | -45.5% | +91.5% | +66.4% |
| 1Y | +51.2% | -45.9% | +97.0% | +72.3% |
| 3Y | +69.6% | +9.8% | +59.8% | +56.2% |
| 5Y | +86.6% | +23.8% | +62.8% | +55.5% |
| 10Y | +152.3% | -10.8% | +163.1% | +114.2% |
| All | +842.5% | +2,569.4% | -1,726.9% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling