+19.7%
PBR vs TCOM
-23.2%
+42.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.3% |
| 7D | +2.5% | -7.6% | +10.1% | +1.4% |
| 30D | +19.4% | -12.2% | +31.6% | +17.2% |
| 3M | +20.8% | -14.2% | +35.0% | +17.9% |
| All | +19.7% | -23.2% | +42.9% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling