-11.5%
TCOM vs VCLT
+17.1%
-28.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | -14.4% | -1.2% | -13.2% | -14.1% |
| 3M | -17.7% | -4.8% | -12.9% | -16.5% |
| 6M | -25.1% | -2.6% | -22.5% | -24.5% |
| YTD | -45.7% | -3.3% | -42.4% | -45.2% |
| 1Y | -47.9% | -4.8% | -43.0% | -47.1% |
| 3Y | +8.9% | +11.5% | -2.6% | +4.8% |
| 5Y | +26.9% | -17.0% | +43.8% | +27.7% |
| All | -11.5% | +17.1% | -28.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling