+542.7%
PBR vs TCOM
+29.4%
+513.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | +5.4% | -4.9% | +10.3% | +5.9% |
| 30D | +22.9% | -14.4% | +37.3% | +24.8% |
| 3M | +19.6% | -17.7% | +37.3% | +21.9% |
| 6M | +16.5% | -25.1% | +41.6% | +19.7% |
| YTD | +86.7% | -45.7% | +132.4% | +98.2% |
| 1Y | +74.7% | -47.9% | +122.6% | +86.3% |
| 3Y | +102.6% | +8.9% | +93.6% | +92.2% |
| All | +542.7% | +29.4% | +513.3% | +481.2% |
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