-39.0%
TCOM vs PSLV
+7.9%
-46.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.0% | -2.8% | +3.0% |
| 7D | +10.7% | -2.6% | +13.3% | +10.7% |
| 30D | +10.1% | -14.2% | +24.2% | +10.5% |
| 3M | -8.9% | -12.2% | +3.4% | -8.6% |
| 6M | -19.2% | -28.1% | +8.9% | -18.0% |
| YTD | -40.6% | -28.2% | -12.4% | -41.2% |
| 1Y | -39.0% | +9.1% | -48.2% | -49.7% |
| All | -39.0% | +7.9% | -46.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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