+31.7%
PTC vs TCOM
+31.7%
0.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.5% |
| 7D | +0.8% | +7.4% | -6.6% | -0.3% |
| 30D | +0.7% | +13.2% | -12.5% | -1.2% |
| 3M | +32.6% | -4.6% | +37.2% | +33.2% |
| 6M | +33.6% | -16.4% | +50.0% | +35.9% |
| YTD | +12.4% | -38.8% | +51.2% | +18.1% |
| 1Y | +11.2% | -37.3% | +48.5% | +16.5% |
| 3Y | +31.7% | +31.4% | +0.2% | +31.4% |
| All | +31.7% | +31.7% | 0.0% | +31.4% |
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 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