+1,593.3%
RL vs TCOM
+2,694.8%
-1,101.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -0.8% | -9.5% | +8.7% | +1.3% |
| 30D | -7.8% | -10.7% | +3.0% | -5.5% |
| 3M | -4.0% | -14.6% | +10.6% | -1.0% |
| 6M | -1.9% | -19.3% | +17.4% | +2.3% |
| YTD | -0.2% | -42.9% | +42.8% | +11.6% |
| 1Y | +10.7% | -43.8% | +54.5% | +24.1% |
| 3Y | +210.8% | +2.1% | +208.7% | +194.7% |
| 5Y | +238.2% | +31.2% | +207.0% | +186.2% |
| 10Y | +313.4% | -13.9% | +327.3% | +263.3% |
| All | +1,593.3% | +2,694.8% | -1,101.5% | +645.3% |
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