-19.9%
RUN vs TCOM
+9.9%
-29.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -13.5% | -1.8% | -11.7% | -13.0% |
| 30D | +18.3% | +12.1% | +6.2% | +14.1% |
| 3M | -12.5% | -3.2% | -9.3% | -11.5% |
| 6M | -40.3% | -16.6% | -23.7% | -37.0% |
| YTD | -53.1% | -39.4% | -13.7% | -45.7% |
| 1Y | -54.3% | -41.5% | -12.7% | -46.4% |
| 3Y | -6.5% | +24.4% | -30.9% | -18.6% |
| 5Y | -85.3% | +41.6% | -126.9% | -88.7% |
| 10Y | +68.9% | +6.5% | +62.3% | +28.1% |
| All | -19.9% | +9.9% | -29.7% | -39.7% |
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