-16.4%
PINS vs TCOM
-6.3%
-10.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -12.0% | -9.5% | -2.5% | -9.2% |
| 30D | -12.7% | -10.7% | -1.9% | -9.5% |
| 3M | -5.5% | -14.6% | +9.1% | -1.1% |
| 6M | +5.3% | -19.3% | +24.6% | +11.9% |
| YTD | -21.2% | -42.9% | +21.7% | -7.4% |
| 1Y | -45.0% | -43.8% | -1.3% | -35.2% |
| 3Y | -26.2% | +2.1% | -28.3% | -32.0% |
| 5Y | -64.0% | +31.2% | -95.2% | -72.1% |
| All | -16.4% | -6.3% | -10.1% | -22.6% |
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