-3.3%
PR vs TCOM
-16.5%
+13.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -4.4% |
| 7D | -16.5% | +13.6% | -30.2% | -15.0% |
| 30D | -4.5% | +14.5% | -19.0% | -2.7% |
| 3M | +8.5% | -4.7% | +13.2% | +9.3% |
| 6M | -3.3% | -16.4% | +13.1% | -6.7% |
| All | -3.3% | -16.5% | +13.1% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling