-22.2%
RKT vs TCOM
+47.2%
-69.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +2.1% | -9.5% | +11.6% | +3.8% |
| 30D | +1.4% | -10.7% | +12.2% | +3.4% |
| 3M | +6.3% | -14.6% | +20.9% | +8.8% |
| 6M | -15.5% | -19.3% | +3.9% | -12.6% |
| YTD | -27.4% | -42.9% | +15.6% | -20.5% |
| 1Y | -26.6% | -43.8% | +17.2% | -19.4% |
| 3Y | +41.2% | +2.1% | +39.1% | +34.0% |
| 5Y | -6.4% | +31.2% | -37.6% | -20.2% |
| All | -22.2% | +47.2% | -69.5% | -41.1% |
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 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