+25.8%
TCOM vs VCLT
-17.3%
+43.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | -6.5% | -1.3% | -5.2% | -6.0% |
| 30D | -16.2% | -1.1% | -15.1% | -15.8% |
| 3M | -19.3% | -3.7% | -15.6% | -18.0% |
| 6M | -27.2% | -4.0% | -23.2% | -25.9% |
| YTD | -46.2% | -3.4% | -42.8% | -45.4% |
| 1Y | -46.6% | -4.1% | -42.5% | -45.7% |
| 3Y | +8.4% | +11.0% | -2.6% | +1.7% |
| 5Y | +25.8% | -17.0% | +42.8% | +18.1% |
| All | +25.8% | -17.3% | +43.1% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling