-43.8%
TCOM vs RJF
+7.8%
-51.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -9.5% | -0.6% | -8.9% | -9.4% |
| 30D | -10.7% | -1.3% | -9.5% | -10.5% |
| 3M | -14.6% | +18.9% | -33.5% | -18.4% |
| 6M | -19.3% | +15.0% | -34.4% | -22.8% |
| YTD | -42.9% | +12.2% | -55.2% | -45.6% |
| 1Y | -43.8% | +5.6% | -49.4% | -45.6% |
| All | -43.8% | +7.8% | -51.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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