-43.8%
TCOM vs PEGA
-30.0%
-13.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -9.5% | +3.3% | -12.8% | -9.9% |
| 30D | -10.7% | +17.7% | -28.5% | -12.4% |
| 3M | -14.6% | +5.8% | -20.4% | -16.0% |
| 6M | -19.3% | -20.3% | +0.9% | -19.0% |
| YTD | -42.9% | -37.1% | -5.8% | -40.6% |
| 1Y | -43.8% | -30.2% | -13.6% | -42.4% |
| All | -43.8% | -30.0% | -13.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling