-11.5%
TCOM vs VEU
+155.0%
-166.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.5% |
| 7D | -4.9% | -1.4% | -3.5% | -3.2% |
| 30D | -14.4% | -0.4% | -14.0% | -14.0% |
| 3M | -17.7% | +2.5% | -20.2% | -21.0% |
| 6M | -25.1% | +11.1% | -36.3% | -35.9% |
| YTD | -45.7% | +16.5% | -62.3% | -56.6% |
| 1Y | -47.9% | +22.9% | -70.8% | -61.3% |
| 3Y | +8.9% | +73.4% | -64.5% | -48.3% |
| 5Y | +26.9% | +56.1% | -29.2% | -28.9% |
| All | -11.5% | +155.0% | -166.5% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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