+216.2%
RL vs TCOM
+13.4%
+202.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -0.8% | -9.5% | +8.7% | +0.9% |
| 30D | -7.8% | -10.7% | +3.0% | -5.9% |
| 3M | -4.0% | -14.6% | +10.6% | -1.6% |
| 6M | -1.9% | -19.3% | +17.4% | +1.6% |
| YTD | -0.2% | -42.9% | +42.8% | +9.4% |
| 1Y | +10.7% | -43.8% | +54.5% | +21.5% |
| All | +216.2% | +13.4% | +202.8% | +215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling