+470.9%
PEP vs TCOM
+2,843.2%
-2,372.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +11.8% | +11.5% | +0.2% | +11.0% |
| 3M | +3.7% | -5.2% | +8.9% | +3.9% |
| 6M | -4.3% | -16.9% | +12.6% | -3.4% |
| YTD | +2.1% | -39.9% | +42.1% | +4.8% |
| 1Y | +2.5% | -42.1% | +44.6% | +5.4% |
| 3Y | -5.0% | +28.0% | -33.1% | -8.1% |
| 5Y | +2.9% | +40.4% | -37.5% | -3.2% |
| 10Y | +87.9% | +5.6% | +82.3% | +75.3% |
| All | +470.9% | +2,843.2% | -2,372.3% | +324.5% |
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