-29.4%
WU vs TCOM
+7.1%
-36.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -5.0% | -6.5% | +1.6% | -4.6% |
| 30D | -2.3% | -16.2% | +14.0% | -1.4% |
| 3M | -3.2% | -19.3% | +16.1% | -2.2% |
| 6M | -25.0% | -27.2% | +2.2% | -23.7% |
| YTD | -21.7% | -46.2% | +24.5% | -19.0% |
| 1Y | -9.0% | -46.6% | +37.7% | -5.9% |
| All | -29.4% | +7.1% | -36.5% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling