+154.4%
TRV vs TCOM
+28.3%
+126.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -1.5% | -6.5% | +5.0% | -1.4% |
| 30D | -1.8% | -16.2% | +14.4% | -1.5% |
| 3M | +21.6% | -19.3% | +40.9% | +22.0% |
| 6M | +22.5% | -27.2% | +49.7% | +23.2% |
| YTD | +28.1% | -46.2% | +74.3% | +29.7% |
| 1Y | +37.0% | -46.6% | +83.7% | +38.6% |
| 3Y | +141.9% | +8.4% | +133.5% | +138.5% |
| All | +154.4% | +28.3% | +126.0% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling