+1,877.1%
TCOM vs RVTY
+861.6%
+1,015.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -9.5% | +1.1% | -10.6% | -10.0% |
| 30D | -10.7% | +13.2% | -23.9% | -15.8% |
| 3M | -14.6% | +27.2% | -41.9% | -24.8% |
| 6M | -19.3% | +32.4% | -51.7% | -31.2% |
| YTD | -42.9% | +34.9% | -77.8% | -52.3% |
| 1Y | -43.8% | +52.4% | -96.2% | -56.1% |
| 3Y | +2.1% | +12.3% | -10.2% | -12.6% |
| 5Y | +31.2% | -30.8% | +62.0% | +38.9% |
| 10Y | -13.9% | +150.7% | -164.6% | -59.3% |
| All | +1,877.1% | +861.6% | +1,015.5% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling