+90.0%
RSG vs TCOM
+29.4%
+60.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | +4.0% | -14.4% | +18.4% | +4.1% |
| 3M | +7.4% | -17.7% | +25.0% | +7.6% |
| 6M | +0.1% | -25.1% | +25.2% | +0.3% |
| YTD | +6.0% | -45.7% | +51.8% | +6.6% |
| 1Y | -3.0% | -47.9% | +44.9% | -2.4% |
| 3Y | +56.5% | +8.9% | +47.5% | +55.6% |
| All | +90.0% | +29.4% | +60.6% | +87.8% |
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