+1,326.1%
WAT vs TCOM
+2,843.2%
-1,517.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +2.0% | -1.4% | +3.4% | +2.2% |
| 30D | +7.7% | +11.5% | -3.8% | +5.8% |
| 3M | +11.1% | -5.2% | +16.3% | +11.8% |
| 6M | +31.2% | -16.9% | +48.1% | +34.2% |
| YTD | +21.7% | -39.9% | +61.6% | +30.2% |
| 1Y | +19.3% | -42.1% | +61.4% | +28.3% |
| 3Y | +80.6% | +28.0% | +52.6% | +67.8% |
| 5Y | +29.5% | +40.4% | -10.9% | +13.0% |
| 10Y | +225.3% | +5.6% | +219.6% | +181.3% |
| All | +1,326.1% | +2,843.2% | -1,517.1% | +672.1% |
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