+18.9%
TCOM vs VLTO
+25.1%
-6.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -10.2% | -2.6% | -7.6% | -9.6% |
| 30D | -16.8% | -2.5% | -14.4% | -16.3% |
| 3M | -16.7% | +10.1% | -26.8% | -19.0% |
| 6M | -27.1% | +1.0% | -28.1% | -27.2% |
| YTD | -45.5% | -4.8% | -40.7% | -44.7% |
| 1Y | -45.9% | -9.3% | -36.5% | -44.3% |
| All | +18.9% | +25.1% | -6.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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