+55.1%
PPL vs TCOM
-9.6%
+64.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.7% | -9.5% | +12.2% | +3.4% |
| 30D | +0.5% | -10.7% | +11.2% | +1.2% |
| 3M | +0.7% | -14.6% | +15.3% | +1.6% |
| 6M | -7.6% | -19.3% | +11.7% | -6.4% |
| YTD | +1.8% | -42.9% | +44.8% | +5.5% |
| 1Y | -0.8% | -43.8% | +43.0% | +2.9% |
| 3Y | +56.9% | +2.1% | +54.8% | +52.3% |
| 5Y | +39.5% | +31.2% | +8.3% | +28.8% |
| All | +55.1% | -9.6% | +64.8% | +32.2% |
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