+198.3%
PTC vs TCOM
-12.7%
+211.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -2.6% |
| 7D | -13.6% | -10.2% | -3.4% | -11.6% |
| 30D | -14.7% | -16.8% | +2.2% | -11.3% |
| 3M | -5.9% | -16.7% | +10.8% | -2.3% |
| 6M | -21.1% | -27.1% | +5.9% | -15.9% |
| YTD | -26.0% | -45.5% | +19.5% | -16.7% |
| 1Y | -36.8% | -45.9% | +9.0% | -28.8% |
| 3Y | -10.3% | +9.8% | -20.0% | -17.2% |
| 5Y | +1.2% | +23.8% | -22.6% | -15.4% |
| 10Y | +198.3% | -10.8% | +209.1% | +153.4% |
| All | +198.3% | -12.7% | +211.0% | +153.4% |
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