-39.0%
TCOM vs VIG
+19.5%
-58.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +1.8% |
| 7D | +10.7% | +2.7% | +7.9% | +8.8% |
| 30D | +10.1% | +7.0% | +3.0% | +5.5% |
| 3M | -8.9% | +4.0% | -12.9% | -11.0% |
| 6M | -19.2% | +12.3% | -31.4% | -26.4% |
| YTD | -40.6% | +16.4% | -57.0% | -47.4% |
| 1Y | -39.0% | +19.2% | -58.3% | -47.5% |
| All | -39.0% | +19.5% | -58.6% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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