+617.4%
RVMD vs TCOM
+21.1%
+596.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -1.2% | -7.6% | +6.4% | +0.8% |
| 30D | +1.1% | -12.2% | +13.3% | +4.4% |
| 3M | +39.6% | -14.2% | +53.8% | +43.9% |
| 6M | +110.7% | -25.0% | +135.7% | +125.3% |
| YTD | +160.3% | -43.7% | +204.0% | +197.6% |
| 1Y | +404.9% | -44.5% | +449.5% | +479.0% |
| 3Y | +545.5% | +13.4% | +532.0% | +449.8% |
| 5Y | +584.7% | +26.5% | +558.2% | +421.9% |
| All | +617.4% | +21.1% | +596.2% | +335.6% |
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