+316.9%
PTC vs TCOM
+7.7%
+309.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +0.5% | +2.2% | -1.7% | 0.0% |
| 30D | +0.9% | +12.5% | -11.6% | -1.7% |
| 3M | +30.4% | -5.6% | +36.0% | +31.9% |
| 6M | +34.4% | -16.5% | +50.9% | +39.2% |
| YTD | +12.6% | -39.4% | +51.9% | +23.8% |
| 1Y | +10.2% | -41.0% | +51.2% | +21.8% |
| 3Y | +29.4% | +29.2% | +0.1% | +15.2% |
| 5Y | +63.7% | +41.6% | +22.1% | +33.1% |
| 10Y | +316.9% | +6.6% | +310.3% | +246.5% |
| All | +316.9% | +7.7% | +309.2% | +246.5% |
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 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