+7.8%
TCOM vs VCLT
+21.5%
-13.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.8% | -2.3% | +0.5% | -1.1% |
| 30D | +12.1% | +0.8% | +11.3% | +11.8% |
| 3M | -3.2% | -2.7% | -0.5% | -2.4% |
| 6M | -16.6% | -4.3% | -12.3% | -15.6% |
| YTD | -39.4% | -4.3% | -35.1% | -38.6% |
| 1Y | -41.5% | -4.4% | -37.2% | -40.8% |
| 3Y | +24.4% | +13.8% | +10.6% | +19.1% |
| 5Y | +41.6% | -17.0% | +58.5% | +42.3% |
| All | +7.8% | +21.5% | -13.7% | +0.3% |
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