-43.8%
TCOM vs TW
-15.9%
-27.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -9.5% | -2.3% | -7.2% | -9.3% |
| 30D | -10.7% | +3.9% | -14.7% | -11.2% |
| 3M | -14.6% | +5.7% | -20.3% | -15.8% |
| 6M | -19.3% | -14.5% | -4.8% | -18.9% |
| YTD | -42.9% | -0.9% | -42.1% | -43.3% |
| 1Y | -43.8% | -13.5% | -30.3% | -43.0% |
| All | -43.8% | -15.9% | -27.9% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling