+6.9%
TCOM vs RVTY
+216.9%
-210.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -1.4% | +4.1% | -5.5% | -2.5% |
| 30D | +11.5% | +1.3% | +10.2% | +10.6% |
| 3M | -5.2% | +33.3% | -38.5% | -13.7% |
| 6M | -16.9% | +58.3% | -75.2% | -29.1% |
| YTD | -39.9% | +62.7% | -102.6% | -49.8% |
| 1Y | -42.1% | +67.2% | -109.3% | -52.2% |
| 3Y | +28.0% | +87.3% | -59.3% | -2.0% |
| 5Y | +40.4% | -13.4% | +53.8% | +40.2% |
| All | +6.9% | +216.9% | -210.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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