+64.8%
PR vs TCOM
+3.5%
+61.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -12.4% | +7.4% | -19.8% | -14.5% |
| 30D | -6.6% | +13.2% | -19.8% | -10.5% |
| 3M | +7.5% | -4.6% | +12.1% | +8.5% |
| 6M | +10.8% | -16.4% | +27.2% | +15.9% |
| YTD | +57.0% | -38.8% | +95.8% | +79.1% |
| 1Y | +67.9% | -37.3% | +105.3% | +89.8% |
| 3Y | +87.6% | +31.4% | +56.2% | +48.7% |
| 5Y | +220.4% | +45.5% | +174.8% | +115.1% |
| 10Y | +64.8% | +4.6% | +60.2% | +24.7% |
| All | +64.8% | +3.5% | +61.3% | +24.7% |
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