+8.9%
TCOM vs PSLV
+165.9%
-156.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -4.9% | -3.5% | -1.4% | -4.5% |
| 30D | -14.4% | -2.1% | -12.2% | -14.3% |
| 3M | -17.7% | -1.6% | -16.0% | -17.7% |
| 6M | -25.1% | -25.5% | +0.4% | -22.5% |
| YTD | -45.7% | -11.4% | -34.3% | -48.1% |
| 1Y | -47.9% | +48.6% | -96.4% | -58.3% |
| 3Y | +8.9% | +166.9% | -157.9% | -22.9% |
| All | +8.9% | +165.9% | -156.9% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling