-45.9%
TCOM vs PEGA
-38.8%
-7.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -3.0% |
| 7D | -10.2% | -6.1% | -4.0% | -9.5% |
| 30D | -16.8% | +6.4% | -23.2% | -17.5% |
| 3M | -16.7% | +2.9% | -19.6% | -17.7% |
| 6M | -27.1% | -23.8% | -3.2% | -26.3% |
| YTD | -45.5% | -41.1% | -4.4% | -42.8% |
| 1Y | -45.9% | -38.2% | -7.6% | -43.4% |
| All | -45.9% | -38.8% | -7.0% | -43.4% |
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