+44.8%
PL vs TCOM
+13.7%
+31.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +13.4% | +2.2% | +11.2% | +12.6% |
| 30D | -10.2% | +12.5% | -22.7% | -13.5% |
| 3M | -39.5% | -5.6% | -33.9% | -38.7% |
| 6M | -65.7% | -16.5% | -49.3% | -64.3% |
| YTD | -27.3% | -39.4% | +12.1% | -17.1% |
| 1Y | +15.0% | -41.0% | +56.0% | +32.1% |
| 3Y | +560.8% | +29.2% | +531.6% | +472.5% |
| 5Y | +38.4% | +41.6% | -3.2% | +0.9% |
| All | +44.8% | +13.7% | +31.2% | +4.9% |
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