+472.9%
WFC vs TCOM
+2,843.2%
-2,370.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.7% | -1.4% | +3.1% | +2.0% |
| 30D | +6.8% | +11.5% | -4.7% | +4.4% |
| 3M | -3.0% | -5.2% | +2.2% | -2.2% |
| 6M | +15.4% | -16.9% | +32.3% | +19.0% |
| YTD | -5.9% | -39.9% | +34.0% | +3.2% |
| 1Y | +1.7% | -42.1% | +43.7% | +12.3% |
| 3Y | +124.9% | +28.0% | +96.9% | +102.1% |
| 5Y | +90.5% | +40.4% | +50.1% | +57.3% |
| 10Y | +117.8% | +5.6% | +112.2% | +79.4% |
| All | +472.9% | +2,843.2% | -2,370.3% | +149.5% |
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 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