+266.8%
RMBS vs TCOM
+29.4%
+237.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +1.8% | -4.9% | +6.7% | +3.0% |
| 30D | -13.9% | -14.4% | +0.5% | -10.7% |
| 3M | -39.8% | -17.7% | -22.1% | -37.4% |
| 6M | -6.0% | -25.1% | +19.1% | +0.4% |
| YTD | -5.4% | -45.7% | +40.4% | +8.4% |
| 1Y | -1.8% | -47.9% | +46.0% | +13.8% |
| 3Y | +53.7% | +8.9% | +44.7% | +45.7% |
| All | +266.8% | +29.4% | +237.4% | +200.1% |
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