-39.0%
TCOM vs TW
+20.8%
-59.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | +10.7% | +6.0% | +4.7% | +9.8% |
| 30D | +10.1% | +18.6% | -8.5% | +7.8% |
| 3M | -8.9% | +26.5% | -35.4% | -11.5% |
| 6M | -19.2% | +13.1% | -32.3% | -21.5% |
| YTD | -40.6% | +18.5% | -59.2% | -42.3% |
| 1Y | -39.0% | +21.7% | -60.8% | -41.1% |
| All | -39.0% | +20.8% | -59.8% | -41.1% |
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