+40.4%
PL vs TCOM
+12.6%
+27.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | +22.3% | -1.4% | +23.6% | +22.7% |
| 30D | -8.3% | +11.5% | -19.8% | -11.5% |
| 3M | -43.3% | -5.2% | -38.1% | -42.6% |
| 6M | -65.8% | -16.9% | -48.9% | -64.3% |
| YTD | -29.5% | -39.9% | +10.4% | -19.5% |
| 1Y | +11.7% | -42.1% | +53.8% | +29.1% |
| 3Y | +540.6% | +28.0% | +512.5% | +456.5% |
| 5Y | +32.9% | +40.4% | -7.5% | -2.9% |
| All | +40.4% | +12.6% | +27.8% | +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 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