+2.7%
PTC vs TCOM
+26.3%
-23.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.3% |
| 7D | -12.8% | -7.6% | -5.2% | -11.7% |
| 30D | -9.8% | -12.2% | +2.4% | -7.9% |
| 3M | -2.1% | -14.2% | +12.1% | +0.2% |
| 6M | -18.1% | -25.0% | +6.9% | -14.6% |
| YTD | -23.5% | -43.7% | +20.2% | -17.1% |
| 1Y | -37.4% | -44.5% | +7.2% | -32.0% |
| 3Y | -7.2% | +13.4% | -20.7% | -12.4% |
| 5Y | +2.7% | +26.5% | -23.8% | -8.9% |
| All | +2.7% | +26.3% | -23.6% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling