+92.4%
ROIV vs TCOM
-39.6%
+132.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.2% | +2.9% | +6.0% |
| 7D | +3.0% | +10.7% | -7.7% | +2.9% |
| 30D | +6.8% | +10.1% | -3.2% | +6.6% |
| 3M | +10.5% | -8.9% | +19.4% | +11.1% |
| 6M | +34.8% | -19.2% | +54.0% | +38.5% |
| YTD | +76.2% | -40.6% | +116.8% | +77.2% |
| 1Y | +92.4% | -39.0% | +131.4% | +92.0% |
| All | +92.4% | -39.6% | +132.0% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling