-47.9%
TCOM vs WETO
-98.9%
+51.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +0.8% |
| 7D | -4.9% | -4.3% | -0.6% | -4.9% |
| 30D | -14.4% | -39.9% | +25.5% | -15.2% |
| 3M | -17.7% | -97.9% | +80.2% | -17.1% |
| 6M | -25.1% | -95.0% | +69.9% | -25.9% |
| YTD | -45.7% | -97.2% | +51.4% | -46.0% |
| 1Y | -47.9% | -98.9% | +51.1% | -47.9% |
| All | -47.9% | -98.9% | +51.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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