-81.4%
RUN vs TCOM
+29.4%
-110.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -3.7% | -4.9% | +1.2% | -2.1% |
| 30D | -13.0% | -14.4% | +1.4% | -8.5% |
| 3M | -31.8% | -17.7% | -14.1% | -27.8% |
| 6M | -32.2% | -25.1% | -7.1% | -26.3% |
| YTD | -53.5% | -45.7% | -7.7% | -44.2% |
| 1Y | -46.5% | -47.9% | +1.3% | -35.0% |
| 3Y | -37.6% | +8.9% | -46.6% | -43.1% |
| All | -81.4% | +29.4% | -110.8% | -85.8% |
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