+2,001.4%
TCOM vs RVTY
+1,069.1%
+932.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +12.5% | +1.7% | +10.8% | +10.8% |
| 3M | -5.6% | +36.8% | -42.4% | -19.3% |
| 6M | -16.5% | +60.1% | -76.6% | -34.8% |
| YTD | -39.4% | +64.0% | -103.3% | -54.2% |
| 1Y | -41.0% | +68.2% | -109.2% | -56.1% |
| 3Y | +29.2% | +88.8% | -59.5% | -14.3% |
| 5Y | +41.6% | -10.5% | +52.2% | +31.4% |
| 10Y | +6.6% | +219.7% | -213.1% | -55.7% |
| All | +2,001.4% | +1,069.1% | +932.3% | +326.1% |
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 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