+118.5%
WY vs TCOM
+2,569.4%
-2,450.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.2% |
| 7D | -1.7% | -10.2% | +8.5% | +0.3% |
| 30D | -9.9% | -16.8% | +7.0% | -6.7% |
| 3M | -7.5% | -16.7% | +9.2% | -4.7% |
| 6M | -5.1% | -27.1% | +21.9% | +0.2% |
| YTD | -2.1% | -45.5% | +43.4% | +8.4% |
| 1Y | -7.3% | -45.9% | +38.5% | +2.6% |
| 3Y | -22.6% | +9.8% | -32.4% | -28.0% |
| 5Y | -19.8% | +23.8% | -43.6% | -31.9% |
| 10Y | +9.6% | -10.8% | +20.3% | -5.9% |
| All | +118.5% | +2,569.4% | -2,450.9% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling