+128.3%
WFC vs TCOM
+25.9%
+102.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.2% | +2.3% |
| 7D | +0.4% | -10.2% | +10.6% | +1.8% |
| 30D | +2.5% | -16.8% | +19.3% | +4.8% |
| 3M | +10.0% | -16.7% | +26.7% | +12.2% |
| 6M | +15.1% | -27.1% | +42.1% | +19.3% |
| YTD | -2.2% | -45.5% | +43.3% | +5.0% |
| 1Y | +13.5% | -45.9% | +59.3% | +21.8% |
| 3Y | +135.2% | +9.8% | +125.5% | +124.3% |
| 5Y | +128.3% | +23.8% | +104.5% | +111.9% |
| All | +128.3% | +25.9% | +102.4% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling