-40.2%
TCOM vs VLTO
+20.2%
-60.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +7.4% | +2.0% | +5.4% | +7.0% |
| 30D | +13.2% | +21.8% | -8.6% | +9.3% |
| 3M | -4.6% | +20.2% | -24.8% | -7.7% |
| 6M | -16.4% | +36.3% | -52.7% | -20.2% |
| YTD | -38.8% | +18.8% | -57.6% | -39.4% |
| All | -40.2% | +20.2% | -60.4% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling