+1,877.1%
TCOM vs RRC
+694.8%
+1,182.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -9.5% | +1.3% | -10.8% | -9.8% |
| 30D | -10.7% | +10.1% | -20.8% | -12.5% |
| 3M | -14.6% | +4.0% | -18.6% | -15.5% |
| 6M | -19.3% | +1.6% | -20.9% | -20.1% |
| YTD | -42.9% | +19.7% | -62.7% | -45.5% |
| 1Y | -43.8% | +21.4% | -65.2% | -46.7% |
| 3Y | +2.1% | +29.7% | -27.6% | -6.3% |
| 5Y | +31.2% | +153.9% | -122.6% | -2.1% |
| 10Y | -13.9% | +10.8% | -24.7% | -33.8% |
| All | +1,877.1% | +694.8% | +1,182.3% | +592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling