-16.6%
TCOM vs RRC
+26.9%
-43.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.9% |
| 7D | -1.8% | +6.4% | -8.2% | -1.5% |
| 30D | +12.1% | +23.9% | -11.8% | +12.8% |
| 3M | -3.2% | +30.2% | -33.4% | -2.6% |
| 6M | -16.6% | +26.3% | -42.9% | -15.9% |
| All | -16.6% | +26.9% | -43.5% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling