+33.7%
TCOM vs VLTO
+56.1%
-22.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | +7.4% | +2.0% | +5.4% | +6.9% |
| 30D | +13.2% | +21.8% | -8.6% | +7.4% |
| 3M | -4.6% | +20.2% | -24.8% | -9.2% |
| 6M | -16.4% | +36.3% | -52.7% | -23.2% |
| YTD | -38.8% | +18.8% | -57.6% | -41.4% |
| 1Y | -37.3% | +20.4% | -57.7% | -40.3% |
| 3Y | +31.4% | +71.9% | -40.5% | +18.6% |
| All | +33.7% | +56.1% | -22.5% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling