+1,139.1%
PSX vs TCOM
+273.3%
+865.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.2% |
| 7D | +1.8% | -10.2% | +12.0% | +3.6% |
| 30D | +21.6% | -16.8% | +38.5% | +25.3% |
| 3M | +46.5% | -16.7% | +63.1% | +50.4% |
| 6M | +62.0% | -27.1% | +89.1% | +69.7% |
| YTD | +106.3% | -45.5% | +151.8% | +125.9% |
| 1Y | +103.0% | -45.9% | +148.8% | +122.3% |
| 3Y | +135.5% | +9.8% | +125.8% | +120.9% |
| 5Y | +368.5% | +23.8% | +344.7% | +307.2% |
| 10Y | +386.6% | -10.8% | +397.4% | +321.4% |
| All | +1,139.1% | +273.3% | +865.9% | +835.5% |
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