+605.1%
RVMD vs TCOM
+16.7%
+588.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -3.0% | -4.9% | +1.9% | -1.7% |
| 30D | -0.7% | -14.4% | +13.7% | +3.2% |
| 3M | +36.5% | -17.7% | +54.2% | +42.3% |
| 6M | +104.6% | -25.1% | +129.7% | +118.8% |
| YTD | +155.8% | -45.7% | +201.6% | +195.3% |
| 1Y | +340.7% | -47.9% | +388.5% | +413.3% |
| 3Y | +519.9% | +8.9% | +511.0% | +433.6% |
| 5Y | +584.9% | +26.9% | +558.1% | +417.9% |
| All | +605.1% | +16.7% | +588.4% | +332.2% |
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