-69.7%
RAM vs TCOM
-5.8%
-63.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.2% | -13.5% | -5.4% |
| 7D | -31.3% | +10.7% | -41.9% | -18.4% |
| 30D | -49.4% | +10.1% | -59.4% | -40.1% |
| 3M | -41.4% | -8.9% | -32.5% | -48.7% |
| All | -69.7% | -5.8% | -63.8% | -70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling