-11.5%
WY vs TCOM
-46.9%
+35.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -4.2% | -4.9% | +0.7% | -4.3% |
| 30D | -10.1% | -14.4% | +4.3% | -10.5% |
| 3M | -8.5% | -17.7% | +9.2% | -9.1% |
| 6M | -3.3% | -25.1% | +21.8% | -4.4% |
| YTD | -4.4% | -45.7% | +41.3% | -10.0% |
| 1Y | -11.5% | -47.9% | +36.4% | -16.0% |
| All | -11.5% | -46.9% | +35.4% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling