+25.8%
TCOM vs RJF
+101.5%
-75.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.8% |
| 7D | -6.5% | -4.2% | -2.3% | -5.0% |
| 30D | -16.2% | -3.6% | -12.6% | -15.2% |
| 3M | -19.3% | +15.6% | -35.0% | -24.0% |
| 6M | -27.2% | +17.6% | -44.8% | -32.0% |
| YTD | -46.2% | +9.2% | -55.4% | -48.6% |
| 1Y | -46.6% | +5.5% | -52.1% | -48.4% |
| 3Y | +8.4% | +70.3% | -61.9% | -18.7% |
| 5Y | +25.8% | +106.0% | -80.2% | -19.6% |
| All | +25.8% | +101.5% | -75.7% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling