+56.2%
RIG vs TCOM
+29.4%
+26.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.9% |
| 7D | -3.1% | -4.9% | +1.8% | -2.3% |
| 30D | -0.5% | -14.4% | +13.9% | +2.0% |
| 3M | -6.0% | -17.7% | +11.7% | -3.3% |
| 6M | -10.1% | -25.1% | +15.0% | -6.2% |
| YTD | +37.3% | -45.7% | +83.0% | +50.7% |
| 1Y | +73.9% | -47.9% | +121.8% | +92.3% |
| 3Y | -30.2% | +8.9% | -39.1% | -34.8% |
| All | +56.2% | +29.4% | +26.8% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling