+1,898.0%
ROK vs TCOM
+2,694.8%
-796.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +0.7% | -9.5% | +10.2% | +2.7% |
| 30D | -3.3% | -10.7% | +7.4% | -1.1% |
| 3M | -5.9% | -14.6% | +8.8% | -3.3% |
| 6M | +13.9% | -19.3% | +33.2% | +18.2% |
| YTD | +12.6% | -42.9% | +55.5% | +24.9% |
| 1Y | +28.6% | -43.8% | +72.4% | +42.9% |
| 3Y | +45.1% | +2.1% | +43.0% | +37.3% |
| 5Y | +45.6% | +31.2% | +14.3% | +21.6% |
| 10Y | +345.0% | -13.9% | +359.0% | +283.3% |
| All | +1,898.0% | +2,694.8% | -796.8% | +780.7% |
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