+497.5%
WFC vs TCOM
+2,694.8%
-2,197.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.8% | -9.5% | +13.3% | +5.9% |
| 30D | +1.5% | -10.7% | +12.2% | +3.7% |
| 3M | +10.9% | -14.6% | +25.5% | +14.0% |
| 6M | +8.4% | -19.3% | +27.8% | +12.6% |
| YTD | -1.9% | -42.9% | +41.1% | +8.9% |
| 1Y | +12.3% | -43.8% | +56.1% | +25.0% |
| 3Y | +132.3% | +2.1% | +130.2% | +118.9% |
| 5Y | +130.1% | +31.2% | +98.9% | +92.4% |
| 10Y | +134.4% | -13.9% | +148.3% | +101.6% |
| All | +497.5% | +2,694.8% | -2,197.3% | +163.3% |
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