-0.4%
PL vs TCOM
-39.6%
+39.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.2% | -9.5% | -6.2% |
| 7D | -11.7% | +10.7% | -22.4% | -11.5% |
| 30D | -27.1% | +10.1% | -37.2% | -26.9% |
| 3M | -44.6% | -8.9% | -35.7% | -44.3% |
| 6M | -67.2% | -19.2% | -48.0% | -65.8% |
| YTD | -35.9% | -40.6% | +4.8% | -33.3% |
| 1Y | -0.4% | -39.0% | +38.6% | +1.9% |
| All | -0.4% | -39.6% | +39.2% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling