+211.8%
PM vs TCOM
-12.7%
+224.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.8% |
| 7D | -1.2% | -10.2% | +9.0% | -0.4% |
| 30D | -0.2% | -16.8% | +16.7% | +1.1% |
| 3M | +4.9% | -16.7% | +21.6% | +6.1% |
| 6M | +9.0% | -27.1% | +36.1% | +11.3% |
| YTD | +17.8% | -45.5% | +63.3% | +22.6% |
| 1Y | +16.8% | -45.9% | +62.7% | +21.6% |
| 3Y | +125.4% | +9.8% | +115.7% | +116.5% |
| 5Y | +128.7% | +23.8% | +104.9% | +111.3% |
| 10Y | +211.8% | -10.8% | +222.6% | +179.8% |
| All | +211.8% | -12.7% | +224.5% | +179.8% |
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