+140.8%
PH vs TCOM
+13.4%
+127.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +0.4% | -7.6% | +8.0% | +1.3% |
| 30D | -10.8% | -12.2% | +1.4% | -9.6% |
| 3M | +8.5% | -14.2% | +22.7% | +10.0% |
| 6M | +3.9% | -25.0% | +28.9% | +7.3% |
| YTD | +9.4% | -43.7% | +53.1% | +16.9% |
| 1Y | +26.8% | -44.5% | +71.3% | +35.6% |
| 3Y | +140.8% | +13.4% | +127.4% | +141.4% |
| All | +140.8% | +13.4% | +127.4% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling