+537.1%
PL vs TCOM
+28.1%
+508.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.6% | +6.5% | -0.9% | +4.0% |
| 30D | -16.9% | +13.3% | -30.3% | -19.6% |
| 3M | -38.2% | -6.5% | -31.8% | -37.3% |
| 6M | -63.4% | -16.3% | -47.1% | -61.9% |
| YTD | -27.6% | -38.7% | +11.1% | -18.5% |
| 1Y | +6.6% | -40.1% | +46.7% | +20.9% |
| All | +537.1% | +28.1% | +508.9% | +531.6% |
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