+797.8%
PH vs TCOM
-9.8%
+807.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -1.3% | -4.9% | +3.6% | -0.2% |
| 30D | -11.0% | -14.4% | +3.4% | -8.0% |
| 3M | +5.5% | -17.7% | +23.2% | +9.4% |
| 6M | +1.5% | -25.1% | +26.6% | +7.3% |
| YTD | +8.8% | -45.7% | +54.5% | +22.7% |
| 1Y | +24.5% | -47.9% | +72.3% | +41.5% |
| 3Y | +141.2% | +8.9% | +132.2% | +120.6% |
| 5Y | +256.3% | +26.9% | +229.4% | +190.7% |
| All | +797.8% | -9.8% | +807.6% | +605.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling