-11.5%
TCOM vs VIG
+250.0%
-261.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.2% |
| 7D | -4.9% | -1.1% | -3.8% | -4.0% |
| 30D | -14.4% | -2.7% | -11.6% | -12.3% |
| 3M | -17.7% | +2.5% | -20.2% | -19.6% |
| 6M | -25.1% | +9.2% | -34.3% | -31.0% |
| YTD | -45.7% | +9.8% | -55.6% | -50.2% |
| 1Y | -47.9% | +12.4% | -60.2% | -53.2% |
| 3Y | +8.9% | +55.9% | -46.9% | -27.4% |
| 5Y | +26.9% | +63.9% | -37.1% | -18.9% |
| All | -11.5% | +250.0% | -261.6% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling