-53.9%
RUN vs TCOM
-39.6%
-14.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.8% |
| 7D | +18.5% | +10.7% | +7.8% | +16.9% |
| 30D | +15.5% | +10.1% | +5.5% | +14.1% |
| 3M | -20.3% | -8.9% | -11.4% | -19.9% |
| 6M | -30.8% | -19.2% | -11.6% | -29.5% |
| YTD | -52.2% | -40.6% | -11.6% | -49.3% |
| 1Y | -53.9% | -39.0% | -14.8% | -52.2% |
| All | -53.9% | -39.6% | -14.3% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling