+376.3%
PSX vs TCOM
-10.5%
+386.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +1.5% | -6.5% | +8.0% | +2.9% |
| 30D | +15.8% | -16.2% | +32.1% | +20.0% |
| 3M | +43.0% | -19.3% | +62.3% | +48.7% |
| 6M | +61.1% | -27.2% | +88.3% | +70.7% |
| YTD | +104.5% | -46.2% | +150.7% | +129.4% |
| 1Y | +102.5% | -46.6% | +149.2% | +127.2% |
| 3Y | +133.5% | +8.4% | +125.1% | +113.6% |
| 5Y | +367.0% | +25.8% | +341.1% | +283.3% |
| All | +376.3% | -10.5% | +386.9% | +273.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling