+319.7%
RL vs TCOM
+5.9%
+313.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.4% |
| 7D | +2.6% | -1.8% | +4.4% | +3.1% |
| 30D | +2.9% | +12.1% | -9.1% | -0.3% |
| 3M | 0.0% | -3.2% | +3.2% | +0.6% |
| 6M | +17.1% | -16.6% | +33.7% | +22.0% |
| YTD | +10.1% | -39.4% | +49.5% | +24.0% |
| 1Y | +17.3% | -41.5% | +58.8% | +33.4% |
| 3Y | +249.3% | +24.4% | +225.0% | +205.2% |
| 5Y | +240.9% | +41.6% | +199.3% | +164.5% |
| All | +319.7% | +5.9% | +313.8% | +209.6% |
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