-22.3%
PINS vs TCOM
+1.3%
-23.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.6% |
| 7D | -2.1% | +12.1% | -14.1% | -5.6% |
| 30D | -6.6% | +16.5% | -23.1% | -11.1% |
| 3M | -18.7% | -4.0% | -14.7% | -17.8% |
| 6M | -10.4% | -18.5% | +8.1% | -5.1% |
| YTD | -26.8% | -38.3% | +11.5% | -16.1% |
| 1Y | -27.9% | -36.6% | +8.8% | -18.1% |
| 3Y | -38.7% | +31.1% | -69.8% | -47.9% |
| 5Y | -59.0% | +47.6% | -106.6% | -69.6% |
| All | -22.3% | +1.3% | -23.6% | -29.9% |
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