+746.1%
PEG vs TCOM
+2,658.7%
-1,912.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +1.0% | -7.6% | +8.7% | +1.8% |
| 30D | -1.9% | -12.2% | +10.3% | -0.7% |
| 3M | -3.7% | -14.2% | +10.5% | -2.5% |
| 6M | -9.4% | -25.0% | +15.6% | -7.2% |
| YTD | -6.0% | -43.7% | +37.7% | -1.4% |
| 1Y | -4.4% | -44.5% | +40.2% | +0.4% |
| 3Y | +33.5% | +13.4% | +20.1% | +28.5% |
| 5Y | +35.7% | +26.5% | +9.3% | +24.8% |
| 10Y | +140.4% | -10.3% | +150.7% | +120.1% |
| All | +746.1% | +2,658.7% | -1,912.5% | +399.9% |
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