+54.9%
RMBS vs TCOM
+8.5%
+46.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.7% |
| 7D | +3.5% | -10.2% | +13.6% | +6.4% |
| 30D | -8.6% | -16.8% | +8.2% | -4.1% |
| 3M | -40.3% | -16.7% | -23.6% | -37.8% |
| 6M | -1.0% | -27.1% | +26.1% | +7.7% |
| YTD | -4.6% | -45.5% | +40.9% | +11.4% |
| 1Y | +17.6% | -45.9% | +63.4% | +37.9% |
| All | +54.9% | +8.5% | +46.4% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling