+1.5%
PPL vs TCOM
-44.5%
+46.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +1.8% | -7.6% | +9.4% | +1.2% |
| 30D | -1.1% | -12.2% | +11.2% | -2.0% |
| 3M | 0.0% | -14.2% | +14.2% | -0.9% |
| 6M | -7.6% | -25.0% | +17.4% | -9.1% |
| YTD | +1.7% | -43.7% | +45.4% | -1.8% |
| 1Y | +1.5% | -44.5% | +46.1% | -2.2% |
| All | +1.5% | -44.5% | +46.0% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling