+139.2%
TCOM vs VCLT
+103.4%
+35.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -9.5% | -0.5% | -9.0% | -9.5% |
| 30D | -10.7% | -0.9% | -9.9% | -10.7% |
| 3M | -14.6% | -3.2% | -11.4% | -14.4% |
| 6M | -19.3% | -3.8% | -15.5% | -19.1% |
| YTD | -42.9% | -2.0% | -40.9% | -42.9% |
| 1Y | -43.8% | -0.8% | -43.0% | -43.8% |
| 3Y | +2.1% | +12.3% | -10.2% | +1.3% |
| 5Y | +31.2% | -15.4% | +46.6% | +25.8% |
| 10Y | -13.9% | +15.7% | -29.7% | -10.7% |
| All | +139.2% | +103.4% | +35.8% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling