+1,556.0%
TRV vs TCOM
+2,569.4%
-1,013.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.8% |
| 7D | +0.2% | -10.2% | +10.4% | +1.6% |
| 30D | -2.3% | -16.8% | +14.5% | +0.1% |
| 3M | +22.7% | -16.7% | +39.4% | +25.3% |
| 6M | +21.9% | -27.1% | +49.0% | +26.8% |
| YTD | +27.5% | -45.5% | +73.0% | +37.3% |
| 1Y | +36.2% | -45.9% | +82.1% | +46.7% |
| 3Y | +140.6% | +9.8% | +130.8% | +126.9% |
| 5Y | +154.5% | +23.8% | +130.7% | +123.4% |
| 10Y | +295.4% | -10.8% | +306.2% | +246.4% |
| All | +1,556.0% | +2,569.4% | -1,013.4% | +657.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling