+588.9%
RVMD vs TCOM
+29.4%
+559.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -3.0% | -4.9% | +1.9% | -2.0% |
| 30D | -0.7% | -14.4% | +13.7% | +2.4% |
| 3M | +36.5% | -17.7% | +54.2% | +41.3% |
| 6M | +104.6% | -25.1% | +129.7% | +116.3% |
| YTD | +155.8% | -45.7% | +201.6% | +188.1% |
| 1Y | +340.7% | -47.9% | +388.5% | +400.1% |
| 3Y | +519.9% | +8.9% | +511.0% | +443.9% |
| All | +588.9% | +29.4% | +559.5% | +418.4% |
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