+91.5%
RIO vs TCOM
+29.4%
+62.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | -3.2% | -4.9% | +1.7% | -2.2% |
| 30D | +0.9% | -14.4% | +15.3% | +4.0% |
| 3M | -1.4% | -17.7% | +16.2% | +2.0% |
| 6M | +10.9% | -25.1% | +36.0% | +17.0% |
| YTD | +31.2% | -45.7% | +77.0% | +46.5% |
| 1Y | +67.9% | -47.9% | +115.8% | +88.8% |
| 3Y | +88.8% | +8.9% | +79.8% | +76.5% |
| All | +91.5% | +29.4% | +62.1% | +64.3% |
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