-14.4%
RUN vs TCOM
+2.1%
-16.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.1% |
| 7D | +10.2% | -7.6% | +17.8% | +13.0% |
| 30D | -9.6% | -12.2% | +2.6% | -5.7% |
| 3M | -31.5% | -14.2% | -17.3% | -28.4% |
| 6M | -18.7% | -25.0% | +6.3% | -11.5% |
| YTD | -49.9% | -43.7% | -6.2% | -40.6% |
| 1Y | -45.5% | -44.5% | -1.0% | -35.0% |
| 3Y | -34.1% | +13.4% | -47.5% | -40.9% |
| 5Y | -79.4% | +26.5% | -105.9% | -83.6% |
| 10Y | +48.9% | -10.3% | +59.2% | +16.7% |
| All | -14.4% | +2.1% | -16.5% | -34.1% |
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