+95.9%
RIO vs TCOM
+8.5%
+87.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.5% |
| 7D | +1.0% | -10.2% | +11.1% | +2.8% |
| 30D | +4.0% | -16.8% | +20.9% | +7.4% |
| 3M | +4.5% | -16.7% | +21.2% | +7.5% |
| 6M | +17.3% | -27.1% | +44.4% | +23.8% |
| YTD | +36.2% | -45.5% | +81.7% | +50.3% |
| 1Y | +76.1% | -45.9% | +122.0% | +94.3% |
| All | +95.9% | +8.5% | +87.4% | +87.4% |
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 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