+250.4%
ROIV vs TCOM
+30.8%
+219.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +0.6% | -9.5% | +10.2% | +2.1% |
| 30D | +1.0% | -10.7% | +11.7% | +2.6% |
| 3M | +18.3% | -14.6% | +32.9% | +20.6% |
| 6M | +18.3% | -19.3% | +37.7% | +21.6% |
| YTD | +61.0% | -42.9% | +103.9% | +73.7% |
| 1Y | +177.9% | -43.8% | +221.7% | +200.3% |
| 3Y | +199.1% | +2.1% | +197.0% | +182.1% |
| All | +250.4% | +30.8% | +219.5% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling