+459.4%
TCOM vs VEU
+190.9%
+268.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -7.6% | +1.7% | -9.3% | -9.3% |
| 30D | -12.2% | +1.0% | -13.2% | -13.3% |
| 3M | -14.2% | +5.6% | -19.8% | -20.1% |
| 6M | -25.0% | +13.7% | -38.7% | -36.0% |
| YTD | -43.7% | +17.7% | -61.4% | -54.0% |
| 1Y | -44.5% | +25.8% | -70.3% | -58.0% |
| 3Y | +13.4% | +77.1% | -63.7% | -40.6% |
| 5Y | +26.5% | +57.1% | -30.7% | -21.1% |
| 10Y | -10.3% | +149.8% | -160.1% | -64.7% |
| All | +459.4% | +190.9% | +268.5% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling