+1,982.7%
RSG vs TCOM
+2,569.4%
-586.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.7% |
| 7D | 0.0% | -10.2% | +10.2% | +1.1% |
| 30D | +3.7% | -16.8% | +20.5% | +5.6% |
| 3M | +6.2% | -16.7% | +22.8% | +8.0% |
| 6M | -2.8% | -27.1% | +24.3% | +0.2% |
| YTD | +5.9% | -45.5% | +51.4% | +12.1% |
| 1Y | -1.8% | -45.9% | +44.1% | +4.0% |
| 3Y | +57.5% | +9.8% | +47.7% | +50.8% |
| 5Y | +91.1% | +23.8% | +67.3% | +73.1% |
| 10Y | +428.1% | -10.8% | +438.9% | +374.9% |
| All | +1,982.7% | +2,569.4% | -586.8% | +1,101.9% |
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