-42.1%
TCOM vs RVTY
+67.3%
-109.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -1.4% | +4.1% | -5.5% | -1.3% |
| 30D | +11.5% | +1.3% | +10.2% | +11.3% |
| 3M | -5.2% | +33.3% | -38.5% | -5.1% |
| 6M | -16.9% | +58.3% | -75.2% | -16.6% |
| YTD | -39.9% | +62.7% | -102.6% | -41.5% |
| 1Y | -42.1% | +67.2% | -109.3% | -44.1% |
| All | -42.1% | +67.3% | -109.4% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling