-20.9%
WY vs TCOM
+29.4%
-50.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -4.2% | -4.9% | +0.7% | -3.7% |
| 30D | -10.1% | -14.4% | +4.3% | -8.9% |
| 3M | -8.5% | -17.7% | +9.2% | -7.1% |
| 6M | -3.3% | -25.1% | +21.8% | -1.0% |
| YTD | -4.4% | -45.7% | +41.3% | +0.3% |
| 1Y | -11.5% | -47.9% | +36.4% | -6.8% |
| 3Y | -24.3% | +8.9% | -33.3% | -26.7% |
| All | -20.9% | +29.4% | -50.4% | -26.7% |
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 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