+23.8%
TCOM vs VIG
+62.2%
-38.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | -10.2% | -1.2% | -9.0% | -9.2% |
| 30D | -16.8% | -2.8% | -14.0% | -14.5% |
| 3M | -16.7% | +2.5% | -19.2% | -18.9% |
| 6M | -27.1% | +8.1% | -35.2% | -32.7% |
| YTD | -45.5% | +9.6% | -55.1% | -50.3% |
| 1Y | -45.9% | +14.2% | -60.0% | -52.6% |
| 3Y | +9.8% | +56.1% | -46.4% | -30.5% |
| 5Y | +23.8% | +62.8% | -39.0% | -24.9% |
| All | +23.8% | +62.2% | -38.4% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling