+45.9%
ROK vs TCOM
+21.5%
+24.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | -1.6% | -6.5% | +4.9% | -0.8% |
| 30D | -5.4% | -16.2% | +10.8% | -3.5% |
| 3M | -4.0% | -19.3% | +15.4% | -1.7% |
| 6M | +13.3% | -27.2% | +40.6% | +17.4% |
| YTD | +9.3% | -46.2% | +55.5% | +17.2% |
| 1Y | +25.8% | -46.6% | +72.4% | +34.9% |
| 3Y | +49.1% | +8.4% | +40.7% | +44.3% |
| 5Y | +45.9% | +25.8% | +20.0% | +33.3% |
| All | +45.9% | +21.5% | +24.3% | +33.3% |
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 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