+30.6%
TCOM vs RVTY
+91.6%
-61.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +6.5% | -2.7% | +9.2% | +6.9% |
| 30D | +13.3% | +3.2% | +10.1% | +12.5% |
| 3M | -6.5% | +37.2% | -43.6% | -11.5% |
| 6M | -16.3% | +57.7% | -74.0% | -23.2% |
| YTD | -38.7% | +64.8% | -103.6% | -44.9% |
| 1Y | -40.1% | +72.8% | -113.0% | -47.0% |
| 3Y | +30.6% | +89.8% | -59.2% | +26.2% |
| All | +30.6% | +91.6% | -61.0% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling