+88.7%
PR vs TCOM
+26.8%
+62.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +2.8% |
| 7D | -0.5% | +2.2% | -2.6% | -0.6% |
| 30D | -4.6% | +12.5% | -17.1% | -5.5% |
| 3M | +4.7% | -5.6% | +10.3% | +5.2% |
| 6M | +12.4% | -16.5% | +28.9% | +14.1% |
| YTD | +62.9% | -39.4% | +102.2% | +70.3% |
| 1Y | +70.6% | -41.0% | +111.5% | +78.9% |
| All | +88.7% | +26.8% | +62.0% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling