-39.0%
TCOM vs RJF
+7.8%
-46.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.2% | +2.1% |
| 7D | +10.7% | +7.2% | +3.5% | +8.9% |
| 30D | +10.1% | +4.9% | +5.1% | +8.7% |
| 3M | -8.9% | -5.5% | -3.3% | -7.9% |
| 6M | -19.2% | +8.0% | -27.1% | -21.3% |
| YTD | -40.6% | +6.2% | -46.8% | -43.3% |
| 1Y | -39.0% | +7.8% | -46.8% | -42.2% |
| All | -39.0% | +7.8% | -46.9% | -42.2% |
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