+46.0%
ROP vs TCOM
-14.9%
+61.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.9% |
| 7D | -2.9% | +2.2% | -5.1% | -3.4% |
| 30D | +30.1% | +12.5% | +17.5% | +26.8% |
| 3M | +19.9% | -5.6% | +25.5% | +19.9% |
| 6M | +46.0% | -16.5% | +62.5% | +42.7% |
| All | +46.0% | -14.9% | +61.0% | +42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling