-12.3%
TCOM vs RRC
+6.5%
-18.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -6.5% | -1.2% | -5.4% | -6.4% |
| 30D | -16.2% | +3.0% | -19.2% | -16.5% |
| 3M | -19.3% | +7.3% | -26.6% | -20.1% |
| 6M | -27.2% | +3.6% | -30.8% | -27.8% |
| YTD | -46.2% | +19.4% | -65.5% | -47.6% |
| 1Y | -46.6% | +21.4% | -68.0% | -48.2% |
| 3Y | +8.4% | +32.8% | -24.4% | +2.9% |
| 5Y | +25.8% | +152.0% | -126.2% | +8.2% |
| All | -12.3% | +6.5% | -18.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling