+34.7%
TCOM vs VLTO
+54.8%
-20.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +12.1% | +5.4% | +6.7% | +10.5% |
| 30D | +16.5% | +22.3% | -5.8% | +10.4% |
| 3M | -4.0% | +19.6% | -23.7% | -8.5% |
| 6M | -18.5% | +35.2% | -53.7% | -25.0% |
| YTD | -38.3% | +17.9% | -56.2% | -40.8% |
| 1Y | -36.6% | +19.5% | -56.1% | -39.5% |
| 3Y | +31.1% | +73.9% | -42.8% | +18.0% |
| All | +34.7% | +54.8% | -20.2% | +27.5% |
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