+1,131.3%
PSX vs TCOM
+285.8%
+845.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +2.8% | -7.6% | +10.4% | +4.2% |
| 30D | +27.8% | -12.2% | +40.0% | +30.5% |
| 3M | +42.0% | -14.2% | +56.2% | +45.1% |
| 6M | +58.1% | -25.0% | +83.1% | +64.9% |
| YTD | +105.0% | -43.7% | +148.7% | +123.3% |
| 1Y | +104.9% | -44.5% | +149.4% | +123.5% |
| 3Y | +134.1% | +13.4% | +120.6% | +118.3% |
| 5Y | +363.8% | +26.5% | +337.4% | +301.9% |
| 10Y | +370.1% | -10.3% | +380.4% | +306.1% |
| All | +1,131.3% | +285.8% | +845.6% | +824.6% |
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 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