+220.7%
ROL vs TCOM
+5.9%
+214.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | +3.0% | -1.8% | +4.8% | +3.1% |
| 30D | +19.8% | +12.1% | +7.7% | +18.7% |
| 3M | +7.9% | -3.2% | +11.1% | +8.1% |
| 6M | -25.6% | -16.6% | -9.0% | -24.8% |
| YTD | -34.1% | -39.4% | +5.3% | -32.0% |
| 1Y | -31.4% | -41.5% | +10.1% | -29.0% |
| 3Y | +4.7% | +24.4% | -19.7% | +0.9% |
| 5Y | +15.6% | +41.6% | -26.0% | +7.9% |
| All | +220.7% | +5.9% | +214.9% | +198.8% |
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