-11.7%
TCOM vs TW
+206.7%
-218.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -4.9% | -4.5% | -0.4% | -3.5% |
| 30D | -14.4% | -2.3% | -12.1% | -13.9% |
| 3M | -17.7% | +2.6% | -20.3% | -18.8% |
| 6M | -25.1% | -17.5% | -7.6% | -21.1% |
| YTD | -45.7% | -5.3% | -40.4% | -45.6% |
| 1Y | -47.9% | -14.8% | -33.1% | -46.0% |
| 3Y | +8.9% | +18.8% | -9.9% | -1.7% |
| 5Y | +26.9% | +20.7% | +6.1% | +10.8% |
| All | -11.7% | +206.7% | -218.5% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling