+235.9%
ROIV vs TCOM
+20.1%
+215.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +0.6% | -9.5% | +10.2% | +2.0% |
| 30D | +1.0% | -10.7% | +11.7% | +2.4% |
| 3M | +18.3% | -14.6% | +32.9% | +20.4% |
| 6M | +18.3% | -19.3% | +37.7% | +21.3% |
| YTD | +61.0% | -42.9% | +103.9% | +72.5% |
| 1Y | +177.9% | -43.8% | +221.7% | +198.2% |
| 3Y | +199.1% | +2.1% | +197.0% | +184.8% |
| 5Y | +250.7% | +31.2% | +219.5% | +200.1% |
| All | +235.9% | +20.1% | +215.8% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling