+518.6%
RVMD vs TCOM
+7.1%
+511.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -3.6% | -6.5% | +3.0% | -3.2% |
| 30D | -1.1% | -16.2% | +15.2% | -0.2% |
| 3M | +41.0% | -19.3% | +60.4% | +42.6% |
| 6M | +105.7% | -27.2% | +132.9% | +109.6% |
| YTD | +155.3% | -46.2% | +201.5% | +164.6% |
| 1Y | +402.7% | -46.6% | +449.3% | +421.2% |
| All | +518.6% | +7.1% | +511.5% | +699.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling