+878.2%
RSP vs TCOM
+2,843.2%
-1,965.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | +1.8% | -1.4% | +3.1% | +2.0% |
| 30D | +3.5% | +11.5% | -8.0% | +1.6% |
| 3M | +0.2% | -5.2% | +5.4% | +0.9% |
| 6M | +9.1% | -16.9% | +26.0% | +11.9% |
| YTD | +16.6% | -39.9% | +56.5% | +25.6% |
| 1Y | +17.9% | -42.1% | +60.0% | +27.7% |
| 3Y | +64.6% | +28.0% | +36.6% | +51.1% |
| 5Y | +48.4% | +40.4% | +8.0% | +26.9% |
| 10Y | +212.9% | +5.6% | +207.3% | +166.1% |
| All | +878.2% | +2,843.2% | -1,965.0% | +370.7% |
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