+7.9%
RRX vs TCOM
+8.0%
-0.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -0.3% | -4.9% | +4.5% | +0.7% |
| 30D | -6.1% | -14.4% | +8.3% | -3.1% |
| 3M | -23.1% | -17.7% | -5.4% | -20.2% |
| 6M | -19.5% | -25.1% | +5.6% | -14.7% |
| YTD | +16.1% | -45.7% | +61.8% | +31.6% |
| 1Y | +12.9% | -47.9% | +60.8% | +29.2% |
| 3Y | +7.9% | +8.9% | -1.0% | +6.5% |
| All | +7.9% | +8.0% | -0.1% | +6.5% |
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