+30.8%
RIO vs TCOM
-39.6%
+70.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +3.3% |
| 7D | -1.6% | +10.7% | -12.3% | -2.4% |
| 30D | -11.6% | +10.1% | -21.6% | -12.3% |
| 3M | -12.7% | -8.9% | -3.9% | -12.0% |
| 6M | -12.4% | -19.2% | +6.8% | -10.0% |
| YTD | +11.0% | -40.6% | +51.6% | +12.4% |
| 1Y | +30.8% | -39.0% | +69.9% | +31.7% |
| All | +30.8% | -39.6% | +70.5% | +31.7% |
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 · 6 months rolling