+848.9%
PM vs TCOM
+242.6%
+606.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +0.5% | -1.8% | +2.3% | +0.7% |
| 30D | -3.2% | +12.1% | -15.3% | -4.3% |
| 3M | +6.2% | -3.2% | +9.4% | +6.5% |
| 6M | +7.7% | -16.6% | +24.3% | +9.2% |
| YTD | +27.3% | -39.4% | +66.7% | +32.6% |
| 1Y | +32.8% | -41.5% | +74.3% | +38.8% |
| 3Y | +150.0% | +24.4% | +125.6% | +136.8% |
| 5Y | +164.2% | +41.6% | +122.7% | +138.3% |
| 10Y | +265.7% | +6.5% | +259.2% | +226.3% |
| All | +848.9% | +242.6% | +606.3% | +465.8% |
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 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