+142.7%
WFC vs TCOM
-10.5%
+153.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | +0.3% | -6.5% | +6.8% | +1.5% |
| 30D | +2.3% | -16.2% | +18.5% | +5.6% |
| 3M | +9.8% | -19.3% | +29.1% | +13.7% |
| 6M | +15.6% | -27.2% | +42.8% | +21.9% |
| YTD | -2.4% | -46.2% | +43.7% | +8.5% |
| 1Y | +13.8% | -46.6% | +60.4% | +26.6% |
| 3Y | +134.6% | +8.4% | +126.3% | +117.8% |
| 5Y | +127.9% | +25.8% | +102.1% | +93.7% |
| All | +142.7% | -10.5% | +153.2% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling