-17.5%
PINS vs TCOM
-7.5%
-9.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -5.2% | -7.6% | +2.4% | -2.9% |
| 30D | -14.9% | -12.2% | -2.7% | -11.4% |
| 3M | -8.4% | -14.2% | +5.8% | -4.3% |
| 6M | +0.6% | -25.0% | +25.6% | +9.5% |
| YTD | -22.2% | -43.7% | +21.5% | -8.2% |
| 1Y | -46.9% | -44.5% | -2.4% | -37.2% |
| 3Y | -26.9% | +13.4% | -40.3% | -34.9% |
| 5Y | -63.0% | +26.5% | -89.5% | -71.0% |
| All | -17.5% | -7.5% | -9.9% | -23.2% |
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