+86.1%
PENG vs TCOM
-39.1%
+125.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.1% | +12.7% |
| 7D | -19.4% | +12.1% | -31.5% | -17.3% |
| 30D | -42.4% | +16.5% | -58.9% | -40.5% |
| 3M | -25.6% | -4.0% | -21.6% | -24.1% |
| 6M | +7.3% | -18.5% | +25.8% | +16.2% |
| YTD | +113.9% | -38.3% | +152.2% | +128.5% |
| All | +86.1% | -39.1% | +125.2% | +97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling