-25.1%
PINS vs TCOM
-10.5%
-14.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.2% | -6.0% | -8.2% |
| 7D | -13.9% | -10.2% | -3.7% | -10.8% |
| 30D | -25.0% | -16.8% | -8.2% | -20.5% |
| 3M | -16.6% | -16.7% | +0.1% | -12.0% |
| 6M | -7.0% | -27.1% | +20.1% | +2.2% |
| YTD | -29.4% | -45.5% | +16.1% | -15.7% |
| 1Y | -49.9% | -45.9% | -4.0% | -40.2% |
| 3Y | -33.6% | +9.8% | -43.4% | -40.3% |
| 5Y | -66.8% | +23.8% | -90.6% | -73.8% |
| All | -25.1% | -10.5% | -14.6% | -29.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling