+104.3%
PBR vs TCOM
+7.1%
+97.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.2% |
| 7D | +4.2% | -6.5% | +10.8% | +4.7% |
| 30D | +22.7% | -16.2% | +39.0% | +24.0% |
| 3M | +21.5% | -19.3% | +40.8% | +23.0% |
| 6M | +24.0% | -27.2% | +51.2% | +26.4% |
| YTD | +88.2% | -46.2% | +134.4% | +95.9% |
| 1Y | +74.8% | -46.6% | +121.4% | +81.9% |
| All | +104.3% | +7.1% | +97.2% | +104.8% |
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