+99.6%
PR vs TCOM
-9.6%
+109.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +2.9% | -9.5% | +12.4% | +6.2% |
| 30D | +18.0% | -10.7% | +28.8% | +22.3% |
| 3M | +16.9% | -14.6% | +31.5% | +22.0% |
| 6M | +28.2% | -19.3% | +47.5% | +35.6% |
| YTD | +69.3% | -42.9% | +112.3% | +98.4% |
| 1Y | +69.5% | -43.8% | +113.3% | +99.0% |
| 3Y | +81.7% | +2.1% | +79.6% | +58.8% |
| 5Y | +422.2% | +31.2% | +391.0% | +266.0% |
| All | +99.6% | -9.6% | +109.3% | +50.4% |
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