-40.4%
WU vs TCOM
-9.8%
-30.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.5% | -4.9% | +1.4% | -2.9% |
| 30D | -2.9% | -14.4% | +11.5% | -1.2% |
| 3M | -2.3% | -17.7% | +15.4% | -0.3% |
| 6M | -25.4% | -25.1% | -0.3% | -23.1% |
| YTD | -21.2% | -45.7% | +24.5% | -15.9% |
| 1Y | -8.9% | -47.9% | +39.0% | -2.4% |
| 3Y | -29.0% | +8.9% | -37.9% | -32.3% |
| 5Y | -50.7% | +26.9% | -77.6% | -55.8% |
| All | -40.4% | -9.8% | -30.6% | -46.3% |
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 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