+1,070.9%
RRX vs TCOM
+2,658.7%
-1,587.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +4.3% | -7.6% | +11.9% | +5.9% |
| 30D | -8.0% | -12.2% | +4.2% | -5.7% |
| 3M | -22.0% | -14.2% | -7.8% | -20.0% |
| 6M | -11.9% | -25.0% | +13.1% | -7.1% |
| YTD | +17.1% | -43.7% | +60.8% | +30.0% |
| 1Y | +14.9% | -44.5% | +59.4% | +27.9% |
| 3Y | +6.9% | +13.4% | -6.5% | +0.3% |
| 5Y | +19.6% | +26.5% | -6.9% | +3.0% |
| 10Y | +215.9% | -10.3% | +226.2% | +176.4% |
| All | +1,070.9% | +2,658.7% | -1,587.7% | +446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling