+24.1%
PPG vs TCOM
-9.8%
+33.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -6.2% | -4.9% | -1.3% | -5.4% |
| 30D | -7.9% | -14.4% | +6.5% | -5.5% |
| 3M | -10.2% | -17.7% | +7.4% | -7.5% |
| 6M | +2.7% | -25.1% | +27.8% | +7.5% |
| YTD | +4.9% | -45.7% | +50.6% | +15.5% |
| 1Y | -3.2% | -47.9% | +44.7% | +7.3% |
| 3Y | -17.0% | +8.9% | -25.9% | -22.0% |
| 5Y | -23.3% | +26.9% | -50.2% | -33.5% |
| All | +24.1% | -9.8% | +33.9% | +1.4% |
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