+66.6%
PR vs TCOM
+4.3%
+62.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | -16.4% | +12.1% | -28.5% | -19.6% |
| 30D | -1.9% | +16.5% | -18.4% | -6.9% |
| 3M | +8.0% | -4.0% | +12.0% | +8.8% |
| 6M | +4.1% | -18.5% | +22.6% | +9.9% |
| YTD | +58.7% | -38.3% | +97.0% | +80.6% |
| 1Y | +75.8% | -36.6% | +112.4% | +98.0% |
| 3Y | +73.2% | +31.1% | +42.0% | +37.5% |
| 5Y | +230.1% | +47.6% | +182.6% | +120.3% |
| All | +66.6% | +4.3% | +62.3% | +25.7% |
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