+1,163.1%
WAT vs TCOM
+2,694.8%
-1,531.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.3% | -9.5% | +8.2% | +0.2% |
| 30D | +2.3% | -10.7% | +13.1% | +4.1% |
| 3M | +8.7% | -14.6% | +23.4% | +11.0% |
| 6M | +28.3% | -19.3% | +47.6% | +31.9% |
| YTD | +7.8% | -42.9% | +50.7% | +16.3% |
| 1Y | +36.6% | -43.8% | +80.4% | +47.6% |
| 3Y | +45.7% | +2.1% | +43.6% | +40.1% |
| 5Y | -3.3% | +31.2% | -34.5% | -14.8% |
| 10Y | +162.1% | -13.9% | +176.0% | +134.1% |
| All | +1,163.1% | +2,694.8% | -1,531.6% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling