+7.8%
TCOM vs RRC
+73.1%
-65.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | -1.8% | +6.4% | -8.2% | -2.5% |
| 30D | +12.1% | +23.9% | -11.8% | +8.9% |
| 3M | -3.2% | +30.2% | -33.4% | -6.6% |
| 6M | -16.6% | +26.3% | -42.9% | -19.4% |
| YTD | -39.4% | +48.1% | -87.5% | -42.7% |
| 1Y | -41.5% | +37.7% | -79.2% | -44.3% |
| 3Y | +24.4% | +60.3% | -35.9% | +15.3% |
| 5Y | +41.6% | +135.3% | -93.7% | +22.6% |
| All | +7.8% | +73.1% | -65.3% | -20.8% |
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