+240.2%
RL vs TCOM
+42.6%
+197.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.6% | +6.0% |
| 7D | +0.2% | +7.4% | -7.2% | -1.3% |
| 30D | +7.3% | +13.2% | -5.9% | +4.4% |
| 3M | +1.0% | -4.6% | +5.6% | +1.9% |
| 6M | +11.8% | -16.4% | +28.2% | +15.5% |
| YTD | +13.6% | -38.8% | +52.4% | +24.7% |
| 1Y | +24.0% | -37.3% | +61.4% | +35.5% |
| 3Y | +256.6% | +31.4% | +225.1% | +216.8% |
| 5Y | +240.2% | +45.5% | +194.7% | +188.2% |
| All | +240.2% | +42.6% | +197.6% | +188.2% |
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 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