+563.8%
PENG vs TCOM
-19.2%
+583.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -16.1% | +6.5% | -22.6% | -18.0% |
| 30D | -41.5% | +13.3% | -54.8% | -44.2% |
| 3M | -19.1% | -6.5% | -12.6% | -18.4% |
| 6M | +0.9% | -16.3% | +17.3% | +4.3% |
| YTD | +128.2% | -38.7% | +166.9% | +160.0% |
| 1Y | +98.6% | -40.1% | +138.7% | +127.7% |
| 3Y | +188.2% | +30.6% | +157.6% | +135.0% |
| 5Y | +55.5% | +45.8% | +9.7% | +11.1% |
| All | +563.8% | -19.2% | +583.0% | +491.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling