+1,832.2%
RL vs TCOM
+2,902.5%
-1,070.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.3% | +6.5% | -5.2% | -0.1% |
| 30D | +7.6% | +13.3% | -5.7% | +4.6% |
| 3M | -1.5% | -6.5% | +4.9% | -0.3% |
| 6M | +12.1% | -16.3% | +28.4% | +15.8% |
| YTD | +13.9% | -38.7% | +52.6% | +25.2% |
| 1Y | +20.7% | -40.1% | +60.8% | +33.2% |
| 3Y | +260.6% | +30.6% | +229.9% | +223.8% |
| 5Y | +248.9% | +45.8% | +203.1% | +188.6% |
| 10Y | +355.9% | +8.1% | +347.8% | +282.6% |
| All | +1,832.2% | +2,902.5% | -1,070.3% | +735.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling