-47.9%
TCOM vs RJF
+5.1%
-52.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -4.9% | -2.7% | -2.2% | -4.3% |
| 30D | -14.4% | -4.3% | -10.1% | -13.5% |
| 3M | -17.7% | +15.7% | -33.4% | -20.7% |
| 6M | -25.1% | +17.8% | -42.9% | -28.4% |
| YTD | -45.7% | +9.2% | -54.9% | -47.9% |
| 1Y | -47.9% | +2.8% | -50.6% | -49.6% |
| All | -47.9% | +5.1% | -52.9% | -49.6% |
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