-41.5%
TCOM vs VCLT
-4.7%
-36.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.8% | -2.3% | +0.5% | -1.2% |
| 30D | +12.1% | +0.8% | +11.3% | +12.0% |
| 3M | -3.2% | -2.7% | -0.5% | -3.0% |
| 6M | -16.6% | -4.3% | -12.3% | -16.5% |
| YTD | -39.4% | -4.3% | -35.1% | -40.1% |
| 1Y | -41.5% | -4.4% | -37.2% | -42.2% |
| All | -41.5% | -4.7% | -36.9% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling