-7.2%
TCOM vs TW
+221.1%
-228.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -9.5% | -2.3% | -7.2% | -8.9% |
| 30D | -10.7% | +3.9% | -14.7% | -11.9% |
| 3M | -14.6% | +5.7% | -20.3% | -16.6% |
| 6M | -19.3% | -14.5% | -4.8% | -15.9% |
| YTD | -42.9% | -0.9% | -42.1% | -43.6% |
| 1Y | -43.8% | -13.5% | -30.3% | -42.0% |
| 3Y | +2.1% | +25.0% | -22.9% | -9.3% |
| 5Y | +31.2% | +22.7% | +8.5% | +14.0% |
| All | -7.2% | +221.1% | -228.3% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling