+208.6%
RMBS vs TCOM
+2,569.4%
-2,360.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -40.3% | -16.7% | -23.6% | -37.9% |
| 6M | -1.0% | -27.1% | +26.1% | +7.0% |
| YTD | -4.6% | -45.5% | +40.9% | +10.4% |
| 1Y | +17.6% | -45.9% | +63.4% | +36.7% |
| 3Y | +58.6% | +9.8% | +48.9% | +47.4% |
| 5Y | +270.9% | +23.8% | +247.1% | +209.1% |
| 10Y | +569.1% | -10.8% | +579.9% | +465.3% |
| All | +208.6% | +2,569.4% | -2,360.8% | -18.9% |
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 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