+135.3%
PSX vs TCOM
+8.5%
+126.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.9% |
| 7D | +1.8% | -10.2% | +12.0% | +2.8% |
| 30D | +21.6% | -16.8% | +38.5% | +23.6% |
| 3M | +46.5% | -16.7% | +63.1% | +48.5% |
| 6M | +62.0% | -27.1% | +89.1% | +66.4% |
| YTD | +106.3% | -45.5% | +151.8% | +118.5% |
| 1Y | +103.0% | -45.9% | +148.8% | +115.0% |
| All | +135.3% | +8.5% | +126.8% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling