+404.4%
WING vs TCOM
+10.3%
+394.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.9% | -9.5% | +5.7% | -2.2% |
| 30D | -11.6% | -10.7% | -0.8% | -9.8% |
| 3M | -24.2% | -14.6% | -9.6% | -22.5% |
| 6M | -54.1% | -19.3% | -34.7% | -52.6% |
| YTD | -53.9% | -42.9% | -11.0% | -49.6% |
| 1Y | -64.4% | -43.8% | -20.6% | -60.9% |
| 3Y | -30.2% | +2.1% | -32.3% | -33.1% |
| 5Y | -34.1% | +31.2% | -65.3% | -43.2% |
| 10Y | +342.1% | -13.9% | +356.1% | +278.4% |
| All | +404.4% | +10.3% | +394.1% | +313.9% |
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 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