+298.8%
ROIV vs TCOM
+18.5%
+280.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.3% | +20.0% | +18.9% |
| 7D | +20.2% | -7.6% | +27.8% | +21.4% |
| 30D | +14.1% | -12.2% | +26.4% | +16.0% |
| 3M | +45.6% | -14.2% | +59.8% | +48.0% |
| 6M | +44.1% | -25.0% | +69.1% | +49.3% |
| YTD | +91.2% | -43.7% | +134.8% | +105.1% |
| 1Y | +221.3% | -44.5% | +265.8% | +245.3% |
| 3Y | +229.2% | +13.4% | +215.8% | +207.8% |
| 5Y | +316.5% | +26.5% | +290.0% | +256.9% |
| All | +298.8% | +18.5% | +280.3% | +239.7% |
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