+304.8%
RL vs TCOM
-12.7%
+317.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.5% |
| 7D | -0.3% | -10.2% | +9.9% | +2.6% |
| 30D | -17.5% | -16.8% | -0.7% | -13.4% |
| 3M | -14.0% | -16.7% | +2.7% | -10.2% |
| 6M | -2.0% | -27.1% | +25.1% | +6.1% |
| YTD | -4.6% | -45.5% | +40.9% | +10.7% |
| 1Y | +9.5% | -45.9% | +55.4% | +27.2% |
| 3Y | +200.5% | +9.8% | +190.7% | +171.9% |
| 5Y | +226.3% | +23.8% | +202.5% | +163.3% |
| 10Y | +304.8% | -10.8% | +315.6% | +218.9% |
| All | +304.8% | -12.7% | +317.5% | +218.9% |
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