+558.9%
RMBS vs TCOM
-9.8%
+568.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +1.8% | -4.9% | +6.7% | +3.1% |
| 30D | -13.9% | -14.4% | +0.5% | -10.4% |
| 3M | -39.8% | -17.7% | -22.1% | -37.1% |
| 6M | -6.0% | -25.1% | +19.1% | +0.9% |
| YTD | -5.4% | -45.7% | +40.4% | +9.8% |
| 1Y | -1.8% | -47.9% | +46.0% | +15.3% |
| 3Y | +53.7% | +8.9% | +44.7% | +43.2% |
| 5Y | +268.5% | +26.9% | +241.7% | +205.9% |
| All | +558.9% | -9.8% | +568.7% | +440.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling