+136.5%
PFE vs TCOM
+2,902.5%
-2,766.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -0.7% | +6.5% | -7.2% | -1.3% |
| 30D | +5.3% | +13.3% | -8.0% | +4.1% |
| 3M | +10.1% | -6.5% | +16.6% | +10.8% |
| 6M | +18.0% | -16.3% | +34.4% | +19.8% |
| YTD | +25.8% | -38.7% | +64.5% | +31.0% |
| 1Y | +28.4% | -40.1% | +68.6% | +34.1% |
| 3Y | +20.9% | +30.6% | -9.7% | +15.1% |
| 5Y | -21.5% | +45.8% | -67.3% | -28.5% |
| 10Y | +46.2% | +8.1% | +38.1% | +32.1% |
| All | +136.5% | +2,902.5% | -2,766.0% | +48.9% |
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