+3,478.2%
PH vs TCOM
+2,868.4%
+609.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | -0.1% | +12.1% | -12.2% | -2.5% |
| 3M | -9.6% | -3.2% | -6.4% | -9.2% |
| 6M | +8.5% | -16.6% | +25.2% | +11.7% |
| YTD | +9.4% | -39.4% | +48.8% | +19.4% |
| 1Y | +14.2% | -41.5% | +55.7% | +25.5% |
| 3Y | +134.0% | +24.4% | +109.7% | +111.9% |
| 5Y | +203.8% | +41.6% | +162.2% | +149.9% |
| 10Y | +695.6% | +6.5% | +689.1% | +561.0% |
| All | +3,478.2% | +2,868.4% | +609.8% | +1,439.6% |
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