+32.3%
TCOM vs VLTO
+56.4%
-24.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | -1.8% | +1.0% | -2.8% | -2.0% |
| 30D | +12.1% | +17.5% | -5.4% | +7.4% |
| 3M | -3.2% | +21.4% | -24.6% | -8.1% |
| 6M | -16.6% | +38.1% | -54.8% | -23.7% |
| YTD | -39.4% | +19.0% | -58.4% | -42.0% |
| 1Y | -41.5% | +20.7% | -62.2% | -44.3% |
| 3Y | +24.4% | +64.3% | -39.9% | +13.5% |
| All | +32.3% | +56.4% | -24.1% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling