+361.6%
PSX vs TCOM
+5.9%
+355.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +7.8% | -1.8% | +9.6% | +8.2% |
| 30D | -10.9% | +12.1% | -23.0% | -13.1% |
| 3M | +14.5% | -3.2% | +17.7% | +14.9% |
| 6M | +56.1% | -16.6% | +72.8% | +60.8% |
| YTD | +109.6% | -39.4% | +149.0% | +128.9% |
| 1Y | +95.5% | -41.5% | +137.0% | +115.1% |
| 3Y | +156.2% | +24.4% | +131.8% | +127.6% |
| 5Y | +310.0% | +41.6% | +268.4% | +229.0% |
| All | +361.6% | +5.9% | +355.8% | +254.6% |
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