+24.4%
TCOM vs VIG
+67.2%
-42.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -1.8% | +3.5% | -5.3% | -4.4% |
| 30D | +12.1% | +4.9% | +7.2% | +7.6% |
| 3M | -3.2% | +2.5% | -5.7% | -5.3% |
| 6M | -16.6% | +11.0% | -27.7% | -24.1% |
| YTD | -39.4% | +16.0% | -55.4% | -46.9% |
| 1Y | -41.5% | +17.5% | -59.1% | -49.4% |
| 3Y | +24.4% | +67.0% | -42.6% | -27.9% |
| All | +24.4% | +67.2% | -42.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling