-27.1%
RKT vs TCOM
+40.0%
-67.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -6.3% | -4.9% | -1.4% | -5.4% |
| 30D | -6.2% | -14.4% | +8.2% | -3.7% |
| 3M | -1.9% | -17.7% | +15.8% | +1.1% |
| 6M | -13.0% | -25.1% | +12.1% | -8.8% |
| YTD | -31.9% | -45.7% | +13.8% | -24.8% |
| 1Y | -37.6% | -47.9% | +10.3% | -30.6% |
| 3Y | +36.8% | +8.9% | +27.9% | +27.8% |
| 5Y | -9.7% | +26.9% | -36.6% | -22.5% |
| All | -27.1% | +40.0% | -67.1% | -44.3% |
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 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