+346.0%
RL vs TCOM
+7.7%
+338.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -4.4% | +2.2% | -6.5% | -5.0% |
| 30D | +5.6% | +12.5% | -6.9% | +2.2% |
| 3M | -0.6% | -5.6% | +5.0% | +0.6% |
| 6M | +15.5% | -16.5% | +31.9% | +20.2% |
| YTD | +12.3% | -39.4% | +51.7% | +26.5% |
| 1Y | +19.3% | -41.0% | +60.3% | +35.3% |
| 3Y | +255.5% | +29.2% | +226.3% | +207.0% |
| 5Y | +247.1% | +41.6% | +205.4% | +169.4% |
| 10Y | +346.0% | +6.6% | +339.4% | +232.0% |
| All | +346.0% | +7.7% | +338.4% | +232.0% |
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 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