+124.3%
PM vs TCOM
+13.4%
+110.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.2% |
| 7D | -1.3% | -7.6% | +6.3% | -1.3% |
| 30D | -2.6% | -12.2% | +9.7% | -2.6% |
| 3M | +5.8% | -14.2% | +20.0% | +5.7% |
| 6M | +10.6% | -25.0% | +35.6% | +10.5% |
| YTD | +17.2% | -43.7% | +60.8% | +17.3% |
| 1Y | +17.6% | -44.5% | +62.2% | +17.8% |
| 3Y | +124.3% | +13.4% | +110.8% | +123.6% |
| All | +124.3% | +13.4% | +110.8% | +123.6% |
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