+3,827.9%
GWW vs TCOM
+2,658.7%
+1,169.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -1.5% | -7.6% | +6.1% | -0.6% |
| 30D | +1.1% | -12.2% | +13.3% | +2.7% |
| 3M | -1.0% | -14.2% | +13.2% | +0.6% |
| 6M | +16.3% | -25.0% | +41.3% | +20.0% |
| YTD | +28.5% | -43.7% | +72.2% | +36.8% |
| 1Y | +30.3% | -44.5% | +74.8% | +38.9% |
| 3Y | +91.6% | +13.4% | +78.2% | +82.3% |
| 5Y | +224.0% | +26.5% | +197.5% | +190.0% |
| 10Y | +551.3% | -10.3% | +561.6% | +484.0% |
| All | +3,827.9% | +2,658.7% | +1,169.2% | +2,185.9% |
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