-52.1%
WU vs TCOM
+29.4%
-81.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.5% | -4.9% | +1.4% | -3.1% |
| 30D | -2.9% | -14.4% | +11.5% | -1.9% |
| 3M | -2.3% | -17.7% | +15.4% | -1.0% |
| 6M | -25.4% | -25.1% | -0.3% | -23.9% |
| YTD | -21.2% | -45.7% | +24.5% | -17.8% |
| 1Y | -8.9% | -47.9% | +39.0% | -4.7% |
| 3Y | -29.0% | +8.9% | -37.9% | -31.0% |
| All | -52.1% | +29.4% | -81.5% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling