+9.5%
RL vs TCOM
-45.6%
+55.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.8% |
| 7D | -0.3% | -10.2% | +9.9% | +1.4% |
| 30D | -17.5% | -16.8% | -0.7% | -15.0% |
| 3M | -14.0% | -16.7% | +2.7% | -11.6% |
| 6M | -2.0% | -27.1% | +25.1% | +3.3% |
| YTD | -4.6% | -45.5% | +40.9% | +3.2% |
| 1Y | +9.5% | -45.9% | +55.4% | +18.2% |
| All | +9.5% | -45.6% | +55.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling