+451.1%
PG vs TCOM
+2,536.0%
-2,085.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -2.7% | -6.5% | +3.8% | -2.3% |
| 30D | -1.5% | -16.2% | +14.7% | -0.6% |
| 3M | -3.4% | -19.3% | +16.0% | -2.3% |
| 6M | -7.0% | -27.2% | +20.2% | -5.5% |
| YTD | +2.0% | -46.2% | +48.2% | +5.1% |
| 1Y | -6.5% | -46.6% | +40.2% | -3.6% |
| 3Y | +1.2% | +8.4% | -7.2% | -0.8% |
| 5Y | +12.8% | +25.8% | -13.0% | +7.6% |
| 10Y | +117.7% | -11.9% | +129.6% | +107.2% |
| All | +451.1% | +2,536.0% | -2,085.0% | +315.9% |
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