+51.2%
RIO vs TCOM
+26.7%
+24.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.9% | -1.8% | +0.8% | -0.6% |
| 30D | -9.1% | +12.1% | -21.2% | -10.9% |
| 3M | -13.7% | -3.2% | -10.5% | -13.3% |
| 6M | -24.3% | -16.6% | -7.7% | -22.1% |
| YTD | +8.9% | -39.4% | +48.3% | +17.6% |
| 1Y | +22.7% | -41.5% | +64.2% | +33.4% |
| 3Y | +51.2% | +24.4% | +26.8% | +44.1% |
| All | +51.2% | +26.7% | +24.5% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling