+13.4%
TCOM vs RVTY
+16.6%
-3.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -7.6% | +0.4% | -8.0% | -7.7% |
| 30D | -12.2% | +10.8% | -23.1% | -13.6% |
| 3M | -14.2% | +26.8% | -41.0% | -17.8% |
| 6M | -25.0% | +39.3% | -64.3% | -29.8% |
| YTD | -43.7% | +31.6% | -75.3% | -47.1% |
| 1Y | -44.5% | +47.7% | -92.2% | -49.5% |
| 3Y | +13.4% | +19.9% | -6.5% | +12.6% |
| All | +13.4% | +16.6% | -3.2% | +12.6% |
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