+2,579.9%
RMD vs TCOM
+2,694.8%
-114.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -5.0% | -9.5% | +4.5% | -3.8% |
| 30D | +2.2% | -10.7% | +12.9% | +3.6% |
| 3M | +17.8% | -14.6% | +32.5% | +19.9% |
| 6M | -11.3% | -19.3% | +8.0% | -9.3% |
| YTD | -4.4% | -42.9% | +38.5% | +1.7% |
| 1Y | -15.7% | -43.8% | +28.1% | -10.2% |
| 3Y | +47.7% | +2.1% | +45.6% | +42.8% |
| 5Y | -19.2% | +31.2% | -50.4% | -27.3% |
| 10Y | +280.4% | -13.9% | +294.3% | +245.7% |
| All | +2,579.9% | +2,694.8% | -114.9% | +1,475.3% |
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 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