+221.3%
ROIV vs TCOM
-44.5%
+265.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.3% | +20.0% | +18.8% |
| 7D | +20.2% | -7.6% | +27.8% | +20.6% |
| 30D | +14.1% | -12.2% | +26.4% | +14.9% |
| 3M | +45.6% | -14.2% | +59.8% | +47.3% |
| 6M | +44.1% | -25.0% | +69.1% | +48.8% |
| YTD | +91.2% | -43.7% | +134.8% | +96.4% |
| 1Y | +221.3% | -44.5% | +265.8% | +233.3% |
| All | +221.3% | -44.5% | +265.8% | +233.3% |
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