+33.8%
TCOM vs VLTO
+56.3%
-22.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +6.5% | +1.6% | +4.9% | +6.1% |
| 30D | +13.3% | +22.0% | -8.6% | +7.5% |
| 3M | -6.5% | +21.9% | -28.3% | -11.3% |
| 6M | -16.3% | +36.5% | -52.8% | -23.2% |
| YTD | -38.7% | +19.0% | -57.7% | -41.4% |
| 1Y | -40.1% | +21.0% | -61.1% | -43.1% |
| 3Y | +30.6% | +69.9% | -39.3% | +18.1% |
| All | +33.8% | +56.3% | -22.5% | +26.3% |
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