+246.9%
RL vs TCOM
+26.3%
+220.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +1.9% | -7.6% | +9.5% | +3.6% |
| 30D | -12.2% | -12.2% | 0.0% | -9.8% |
| 3M | -6.6% | -14.2% | +7.6% | -3.9% |
| 6M | +3.2% | -25.0% | +28.2% | +9.3% |
| YTD | -1.3% | -43.7% | +42.4% | +10.5% |
| 1Y | +13.6% | -44.5% | +58.1% | +27.5% |
| 3Y | +210.9% | +13.4% | +197.5% | +185.8% |
| 5Y | +246.9% | +26.5% | +220.4% | +192.7% |
| All | +246.9% | +26.3% | +220.5% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling