0.0%
PPL vs TCOM
-39.7%
+39.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | 0.0% | +6.5% | -6.5% | +0.4% |
| 30D | +4.3% | +13.3% | -9.0% | +5.1% |
| 3M | +2.9% | -6.5% | +9.4% | +2.3% |
| 6M | +1.1% | -16.3% | +17.4% | 0.0% |
| YTD | +4.5% | -38.7% | +43.2% | +1.1% |
| All | 0.0% | -39.7% | +39.8% | -4.0% |
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 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