+121.9%
RNG vs TCOM
+8.0%
+113.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -6.1% | -4.9% | -1.2% | -5.3% |
| 30D | +9.6% | -14.4% | +24.0% | +12.3% |
| 3M | +83.3% | -17.7% | +101.0% | +88.5% |
| 6M | +77.9% | -25.1% | +103.0% | +85.4% |
| YTD | +139.9% | -45.7% | +185.7% | +161.1% |
| 1Y | +121.7% | -47.9% | +169.5% | +142.8% |
| 3Y | +121.9% | +8.9% | +112.9% | +145.1% |
| All | +121.9% | +8.0% | +113.9% | +145.1% |
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 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