+33.6%
TCOM vs WTW
+42.0%
-8.4%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -4.9% | -5.7% | +0.8% | -3.1% |
| 30D | -14.4% | -7.3% | -7.1% | -12.3% |
| 3M | -17.7% | +21.5% | -39.1% | -22.7% |
| 6M | -25.1% | +9.6% | -34.7% | -27.7% |
| YTD | -45.7% | -3.3% | -42.5% | -45.6% |
| 1Y | -47.9% | -6.1% | -41.7% | -47.2% |
| 3Y | +8.9% | +61.8% | -52.9% | -17.4% |
| All | +33.6% | +42.0% | -8.4% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling