+415.3%
PR vs TCOM
+30.8%
+384.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +2.9% | -9.5% | +12.4% | +4.5% |
| 30D | +18.0% | -10.7% | +28.8% | +20.1% |
| 3M | +16.9% | -14.6% | +31.5% | +19.4% |
| 6M | +28.2% | -19.3% | +47.5% | +31.8% |
| YTD | +69.3% | -42.9% | +112.3% | +83.3% |
| 1Y | +69.5% | -43.8% | +113.3% | +83.8% |
| 3Y | +81.7% | +2.1% | +79.6% | +71.3% |
| All | +415.3% | +30.8% | +384.5% | +365.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling