+291.1%
ROIV vs TCOM
+28.9%
+262.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.7% |
| 7D | +13.3% | +7.4% | +5.9% | +12.3% |
| 30D | +14.8% | +13.2% | +1.5% | +12.8% |
| 3M | +11.9% | -4.6% | +16.5% | +12.4% |
| 6M | +42.4% | -16.4% | +58.8% | +45.3% |
| YTD | +87.4% | -38.8% | +126.2% | +98.8% |
| 1Y | +97.2% | -37.3% | +134.6% | +108.4% |
| 3Y | +375.7% | +31.4% | +344.2% | +335.8% |
| 5Y | +379.0% | +45.5% | +333.5% | +304.6% |
| All | +291.1% | +28.9% | +262.1% | +229.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling