+78.3%
PR vs TCOM
-44.5%
+122.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.1% |
| 7D | -0.6% | -7.6% | +7.0% | -1.2% |
| 30D | +17.4% | -12.2% | +29.6% | +16.2% |
| 3M | +21.8% | -14.2% | +36.0% | +20.6% |
| 6M | +27.6% | -25.0% | +52.6% | +25.3% |
| YTD | +71.4% | -43.7% | +115.1% | +63.8% |
| 1Y | +78.3% | -44.5% | +122.9% | +69.4% |
| All | +78.3% | -44.5% | +122.8% | +69.4% |
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 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