+215.7%
RSP vs TCOM
+7.7%
+208.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | +4.4% | +12.5% | -8.1% | +2.5% |
| 3M | +1.3% | -5.6% | +6.9% | +2.0% |
| 6M | +10.0% | -16.5% | +26.4% | +12.5% |
| YTD | +17.6% | -39.4% | +57.0% | +25.8% |
| 1Y | +19.2% | -41.0% | +60.2% | +28.1% |
| 3Y | +66.0% | +29.2% | +36.8% | +52.2% |
| 5Y | +50.4% | +41.6% | +8.8% | +29.2% |
| 10Y | +215.7% | +6.6% | +209.0% | +163.4% |
| All | +215.7% | +7.7% | +208.0% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling