+669.7%
PENG vs TCOM
-24.8%
+694.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.7% |
| 7D | +4.5% | -9.5% | +14.1% | +7.9% |
| 30D | -7.1% | -10.7% | +3.6% | -4.1% |
| 3M | -27.3% | -14.6% | -12.6% | -24.7% |
| 6M | +169.6% | -19.3% | +188.9% | +184.2% |
| YTD | +164.6% | -42.9% | +207.6% | +211.2% |
| 1Y | +109.5% | -43.8% | +153.3% | +147.2% |
| 3Y | +98.9% | +2.1% | +96.8% | +79.9% |
| 5Y | +116.3% | +31.2% | +85.0% | +61.5% |
| All | +669.7% | -24.8% | +694.5% | +607.7% |
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 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