-9.7%
RKT vs TCOM
+21.5%
-31.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -7.2% | -6.5% | -0.7% | -6.1% |
| 30D | -7.9% | -16.2% | +8.3% | -4.9% |
| 3M | +5.2% | -19.3% | +24.5% | +8.9% |
| 6M | -14.9% | -27.2% | +12.3% | -10.2% |
| YTD | -31.9% | -46.2% | +14.3% | -24.4% |
| 1Y | -36.9% | -46.6% | +9.7% | -29.8% |
| 3Y | +35.7% | +8.4% | +27.3% | +25.9% |
| 5Y | -9.7% | +25.8% | -35.5% | -24.0% |
| All | -9.7% | +21.5% | -31.2% | -24.0% |
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