-15.9%
ROP vs TCOM
+25.9%
-41.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.1% |
| 7D | -6.1% | -10.2% | +4.1% | -5.5% |
| 30D | -3.4% | -16.8% | +13.5% | -2.2% |
| 3M | +16.7% | -16.7% | +33.4% | +17.9% |
| 6M | +8.1% | -27.1% | +35.1% | +10.1% |
| YTD | -11.7% | -45.5% | +33.8% | -8.6% |
| 1Y | -24.2% | -45.9% | +21.6% | -21.6% |
| 3Y | -19.0% | +9.8% | -28.7% | -20.3% |
| 5Y | -15.9% | +23.8% | -39.7% | -20.8% |
| All | -15.9% | +25.9% | -41.8% | -20.8% |
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 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