-18.9%
ROP vs TCOM
+12.1%
-31.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.8% |
| 7D | -5.4% | -7.6% | +2.2% | -4.9% |
| 30D | -1.6% | -12.2% | +10.6% | -0.7% |
| 3M | +18.8% | -14.2% | +33.1% | +19.9% |
| 6M | +8.2% | -25.0% | +33.2% | +10.1% |
| YTD | -10.5% | -43.7% | +33.2% | -7.5% |
| 1Y | -23.7% | -44.5% | +20.8% | -21.1% |
| All | -18.9% | +12.1% | -31.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling