+763.1%
PM vs TCOM
+222.5%
+540.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -4.9% | -9.5% | +4.6% | -4.0% |
| 30D | -3.4% | -10.7% | +7.3% | -2.4% |
| 3M | +5.2% | -14.6% | +19.8% | +6.6% |
| 6M | +3.7% | -19.3% | +23.0% | +5.5% |
| YTD | +15.8% | -42.9% | +58.7% | +21.4% |
| 1Y | +17.4% | -43.8% | +61.2% | +23.2% |
| 3Y | +116.9% | +2.1% | +114.8% | +109.7% |
| 5Y | +117.3% | +31.2% | +86.1% | +97.4% |
| 10Y | +193.8% | -13.9% | +207.7% | +168.5% |
| All | +763.1% | +222.5% | +540.6% | +418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling