+45.2%
PL vs TCOM
+14.8%
+30.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.7% | +15.2% | +14.7% |
| 7D | +10.9% | +7.4% | +3.4% | +8.4% |
| 30D | -16.4% | +13.2% | -29.6% | -19.6% |
| 3M | -39.9% | -4.6% | -35.4% | -39.4% |
| 6M | -63.2% | -16.4% | -46.8% | -61.6% |
| YTD | -27.1% | -38.8% | +11.6% | -17.2% |
| 1Y | +12.2% | -37.3% | +49.5% | +26.4% |
| 3Y | +584.3% | +31.4% | +552.9% | +489.8% |
| 5Y | +37.0% | +45.5% | -8.5% | -0.5% |
| All | +45.2% | +14.8% | +30.4% | +4.8% |
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