+83.4%
WAT vs TCOM
+26.7%
+56.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | +5.4% | +12.1% | -6.7% | +4.1% |
| 3M | +11.3% | -3.2% | +14.5% | +11.6% |
| 6M | +37.4% | -16.6% | +54.1% | +39.9% |
| YTD | +21.2% | -39.4% | +60.6% | +27.3% |
| 1Y | +21.3% | -41.5% | +62.9% | +27.9% |
| 3Y | +83.4% | +24.4% | +59.0% | +96.0% |
| All | +83.4% | +26.7% | +56.7% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling