+626.6%
TCOM vs VIG
+617.8%
+8.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.4% |
| 7D | -7.6% | -0.4% | -7.2% | -7.2% |
| 30D | -12.2% | -2.1% | -10.1% | -10.1% |
| 3M | -14.2% | +3.3% | -17.6% | -17.7% |
| 6M | -25.0% | +9.3% | -34.3% | -32.6% |
| YTD | -43.7% | +10.1% | -53.8% | -49.8% |
| 1Y | -44.5% | +14.7% | -59.3% | -52.9% |
| 3Y | +13.4% | +56.9% | -43.5% | -34.0% |
| 5Y | +26.5% | +62.9% | -36.5% | -29.6% |
| 10Y | -10.3% | +241.3% | -251.6% | -81.4% |
| All | +626.6% | +617.8% | +8.8% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling