-17.0%
PPG vs TCOM
+8.0%
-25.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -6.2% | -4.9% | -1.3% | -5.7% |
| 30D | -7.9% | -14.4% | +6.5% | -6.2% |
| 3M | -10.2% | -17.7% | +7.4% | -8.3% |
| 6M | +2.7% | -25.1% | +27.8% | +6.2% |
| YTD | +4.9% | -45.7% | +50.6% | +12.4% |
| 1Y | -3.2% | -47.9% | +44.7% | +4.3% |
| 3Y | -17.0% | +8.9% | -25.9% | -16.8% |
| All | -17.0% | +8.0% | -25.0% | -16.8% |
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 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