+48.7%
RSP vs TCOM
+42.6%
+6.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | +0.4% | +7.4% | -7.0% | -0.3% |
| 30D | +3.7% | +13.2% | -9.5% | +2.3% |
| 3M | +0.8% | -4.6% | +5.3% | +1.2% |
| 6M | +9.1% | -16.4% | +25.5% | +10.9% |
| YTD | +16.7% | -38.8% | +55.5% | +22.2% |
| 1Y | +19.7% | -37.3% | +57.0% | +24.9% |
| 3Y | +66.7% | +31.4% | +35.3% | +57.4% |
| 5Y | +48.7% | +45.5% | +3.2% | +35.9% |
| All | +48.7% | +42.6% | +6.1% | +35.9% |
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 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