-11.5%
TCOM vs WTW
+198.0%
-209.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -4.9% | -5.7% | +0.8% | -2.8% |
| 30D | -14.4% | -7.3% | -7.1% | -12.0% |
| 3M | -17.7% | +21.5% | -39.1% | -23.7% |
| 6M | -25.1% | +9.6% | -34.7% | -28.4% |
| YTD | -45.7% | -3.3% | -42.5% | -45.9% |
| 1Y | -47.9% | -6.1% | -41.7% | -47.5% |
| 3Y | +8.9% | +61.8% | -52.9% | -15.5% |
| 5Y | +26.9% | +42.7% | -15.8% | +2.9% |
| All | -11.5% | +198.0% | -209.6% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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