+287.7%
RNG vs TCOM
+43.9%
+243.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -0.8% | -7.6% | +6.8% | +1.0% |
| 30D | +11.4% | -12.2% | +23.6% | +14.8% |
| 3M | +72.1% | -14.2% | +86.3% | +78.0% |
| 6M | +67.9% | -25.0% | +92.9% | +79.3% |
| YTD | +144.3% | -43.7% | +188.0% | +177.4% |
| 1Y | +117.5% | -44.5% | +162.1% | +147.8% |
| 3Y | +123.9% | +13.4% | +110.5% | +103.8% |
| 5Y | -70.1% | +26.5% | -96.6% | -74.8% |
| 10Y | +215.9% | -10.3% | +226.2% | +166.0% |
| All | +287.7% | +43.9% | +243.8% | +178.2% |
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