+1,516.2%
HWM vs TCOM
+3.0%
+1,513.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.8% | +6.5% | -8.3% | -3.4% |
| 30D | -2.7% | +13.3% | -16.0% | -5.8% |
| 3M | -22.7% | -6.5% | -16.3% | -21.7% |
| 6M | -18.9% | -16.3% | -2.6% | -16.0% |
| YTD | +7.1% | -38.7% | +45.8% | +18.9% |
| 1Y | +4.7% | -40.1% | +44.8% | +16.8% |
| 3Y | +345.6% | +30.6% | +315.0% | +279.6% |
| 5Y | +588.3% | +45.8% | +542.5% | +416.4% |
| 10Y | +1,516.2% | +8.1% | +1,508.1% | +1,077.2% |
| All | +1,516.2% | +3.0% | +1,513.2% | +1,077.2% |
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