+19.0%
PM vs TCOM
-46.8%
+65.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.1% |
| 7D | +1.9% | -6.5% | +8.5% | +1.2% |
| 30D | +1.9% | -16.2% | +18.1% | 0.0% |
| 3M | +4.6% | -19.3% | +23.9% | +2.4% |
| 6M | +11.7% | -27.2% | +38.9% | +8.2% |
| YTD | +20.4% | -46.2% | +66.5% | +13.4% |
| 1Y | +19.0% | -46.6% | +65.6% | +12.1% |
| All | +19.0% | -46.8% | +65.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling