+1,354.9%
RIO vs TCOM
+2,694.8%
-1,339.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | 0.0% | -9.5% | +9.5% | +2.7% |
| 30D | +4.0% | -10.7% | +14.7% | +7.2% |
| 3M | +0.1% | -14.6% | +14.8% | +3.9% |
| 6M | +12.7% | -19.3% | +32.0% | +18.7% |
| YTD | +35.6% | -42.9% | +78.5% | +55.7% |
| 1Y | +73.7% | -43.8% | +117.5% | +99.9% |
| 3Y | +93.3% | +2.1% | +91.2% | +79.7% |
| 5Y | +92.4% | +31.2% | +61.2% | +53.2% |
| 10Y | +606.9% | -13.9% | +620.9% | +481.3% |
| All | +1,354.9% | +2,694.8% | -1,339.8% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling