+1,479.4%
PBR vs TCOM
+2,658.7%
-1,179.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.9% |
| 7D | +2.5% | -7.6% | +10.1% | +4.8% |
| 30D | +19.4% | -12.2% | +31.6% | +23.8% |
| 3M | +20.8% | -14.2% | +35.0% | +25.3% |
| 6M | +23.5% | -25.0% | +48.5% | +32.6% |
| YTD | +83.4% | -43.7% | +127.1% | +111.6% |
| 1Y | +77.6% | -44.5% | +122.1% | +105.2% |
| 3Y | +99.9% | +13.4% | +86.4% | +75.4% |
| 5Y | +567.7% | +26.5% | +541.2% | +408.3% |
| 10Y | +621.5% | -10.3% | +631.8% | +483.2% |
| All | +1,479.4% | +2,658.7% | -1,179.3% | +364.6% |
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