+546.0%
RKLB vs TCOM
+14.0%
+532.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -2.0% | -4.9% | +2.9% | -0.6% |
| 30D | -22.4% | -14.4% | -8.1% | -19.1% |
| 3M | -45.2% | -17.7% | -27.5% | -42.5% |
| 6M | -12.5% | -25.1% | +12.6% | -5.6% |
| YTD | -9.8% | -45.7% | +36.0% | +5.6% |
| 1Y | +30.0% | -47.9% | +77.8% | +53.6% |
| 3Y | +942.2% | +8.9% | +933.3% | +860.4% |
| 5Y | +236.8% | +26.9% | +210.0% | +175.5% |
| All | +546.0% | +14.0% | +532.1% | +443.1% |
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 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