+465.1%
PPG vs TCOM
+2,536.0%
-2,071.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -5.1% | -6.5% | +1.4% | -4.1% |
| 30D | -9.6% | -16.2% | +6.7% | -6.8% |
| 3M | -6.4% | -19.3% | +12.9% | -3.3% |
| 6M | +0.5% | -27.2% | +27.7% | +5.7% |
| YTD | +4.4% | -46.2% | +50.6% | +14.8% |
| 1Y | -0.9% | -46.6% | +45.7% | +9.0% |
| 3Y | -17.0% | +8.4% | -25.3% | -21.3% |
| 5Y | -23.7% | +25.8% | -49.5% | -33.0% |
| 10Y | +25.9% | -11.9% | +37.8% | +11.2% |
| All | +465.1% | +2,536.0% | -2,071.0% | +193.0% |
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