+584.5%
RIO vs TCOM
-9.8%
+594.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | -3.2% | -4.9% | +1.7% | -2.1% |
| 30D | +0.9% | -14.4% | +15.3% | +4.4% |
| 3M | -1.4% | -17.7% | +16.2% | +2.3% |
| 6M | +10.9% | -25.1% | +36.0% | +17.7% |
| YTD | +31.2% | -45.7% | +77.0% | +48.2% |
| 1Y | +67.9% | -47.9% | +115.8% | +91.1% |
| 3Y | +88.8% | +8.9% | +79.8% | +75.4% |
| 5Y | +93.1% | +26.9% | +66.3% | +63.8% |
| All | +584.5% | -9.8% | +594.3% | +489.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling