+152.2%
PR vs TCOM
-9.1%
+161.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.5% | +6.5% | -16.0% | -11.4% |
| 30D | -5.7% | +13.3% | -19.0% | -9.6% |
| 3M | +3.0% | -6.5% | +9.4% | +4.6% |
| 6M | +11.8% | -16.3% | +28.1% | +16.8% |
| YTD | +58.5% | -38.7% | +97.2% | +80.2% |
| 1Y | +69.9% | -40.1% | +110.0% | +94.6% |
| 3Y | +84.9% | +30.6% | +54.3% | +48.2% |
| 5Y | +246.4% | +45.8% | +200.6% | +136.0% |
| 10Y | +70.3% | +8.1% | +62.2% | +24.8% |
| All | +152.2% | -9.1% | +161.3% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling