+866.9%
RSP vs TCOM
+2,694.8%
-1,827.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.8% | -9.5% | +8.8% | +0.9% |
| 30D | -0.3% | -10.7% | +10.4% | +1.5% |
| 3M | +4.3% | -14.6% | +18.9% | +6.7% |
| 6M | +8.8% | -19.3% | +28.1% | +12.2% |
| YTD | +15.3% | -42.9% | +58.2% | +25.3% |
| 1Y | +18.3% | -43.8% | +62.1% | +28.8% |
| 3Y | +52.8% | +2.1% | +50.7% | +45.8% |
| 5Y | +51.7% | +31.2% | +20.5% | +31.0% |
| 10Y | +208.5% | -13.9% | +222.4% | +171.8% |
| All | +866.9% | +2,694.8% | -1,827.8% | +369.9% |
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