-22.1%
RMD vs TCOM
+25.9%
-48.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | -4.7% | -10.2% | +5.4% | -3.7% |
| 30D | +0.2% | -16.8% | +17.1% | +2.0% |
| 3M | +12.0% | -16.7% | +28.7% | +13.8% |
| 6M | -12.5% | -27.1% | +14.5% | -10.0% |
| YTD | -7.9% | -45.5% | +37.6% | -2.9% |
| 1Y | -20.4% | -45.9% | +25.5% | -16.0% |
| 3Y | +53.1% | +9.8% | +43.4% | +47.2% |
| 5Y | -22.1% | +23.8% | -45.9% | -31.8% |
| All | -22.1% | +25.9% | -48.0% | -31.8% |
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