+348.5%
ROK vs TCOM
-9.8%
+358.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | -1.2% | -4.9% | +3.6% | -0.3% |
| 30D | -4.8% | -14.4% | +9.6% | -2.1% |
| 3M | -6.1% | -17.7% | +11.6% | -3.1% |
| 6M | +15.5% | -25.1% | +40.6% | +21.3% |
| YTD | +11.2% | -45.7% | +56.9% | +23.5% |
| 1Y | +23.8% | -47.9% | +71.7% | +38.5% |
| 3Y | +53.1% | +8.9% | +44.2% | +42.9% |
| 5Y | +48.3% | +26.9% | +21.4% | +26.2% |
| All | +348.5% | -9.8% | +358.3% | +271.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling