+455.3%
PL vs TCOM
+30.2%
+425.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.3% | +9.1% | +10.1% |
| 7D | -6.8% | +12.1% | -18.9% | -9.4% |
| 30D | -29.3% | +16.5% | -45.8% | -32.0% |
| 3M | -44.8% | -4.0% | -40.7% | -44.3% |
| 6M | -68.4% | -18.5% | -49.9% | -66.8% |
| YTD | -36.4% | -38.3% | +1.9% | -28.4% |
| 1Y | +0.7% | -36.6% | +37.3% | +12.3% |
| 3Y | +455.3% | +31.1% | +424.2% | +441.0% |
| All | +455.3% | +30.2% | +425.1% | +441.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling