+54.2%
RGTI vs TCOM
+1.8%
+52.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +0.5% | -4.9% | +5.4% | +2.0% |
| 30D | -17.1% | -14.4% | -2.7% | -13.1% |
| 3M | -26.0% | -17.7% | -8.3% | -21.9% |
| 6M | -9.9% | -25.1% | +15.2% | -1.8% |
| YTD | -31.1% | -45.7% | +14.7% | -17.6% |
| 1Y | -8.5% | -47.9% | +39.3% | +10.5% |
| 3Y | +652.2% | +8.9% | +643.3% | +613.2% |
| 5Y | +56.8% | +26.9% | +29.9% | +34.9% |
| All | +54.2% | +1.8% | +52.4% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling