+522.0%
PENG vs TCOM
-18.7%
+540.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.1% | +12.0% |
| 7D | -19.4% | +12.1% | -31.5% | -22.6% |
| 30D | -42.4% | +16.5% | -58.9% | -45.5% |
| 3M | -25.6% | -4.0% | -21.6% | -25.6% |
| 6M | +7.3% | -18.5% | +25.8% | +11.8% |
| YTD | +113.9% | -38.3% | +152.2% | +143.2% |
| 1Y | +93.6% | -36.6% | +130.2% | +117.7% |
| 3Y | +170.2% | +31.1% | +139.1% | +120.2% |
| 5Y | +44.2% | +47.6% | -3.4% | +2.5% |
| All | +522.0% | -18.7% | +540.7% | +452.9% |
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