-43.8%
TCOM vs VO
+15.8%
-59.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -9.5% | -0.3% | -9.3% | -9.4% |
| 30D | -10.7% | -0.3% | -10.4% | -10.6% |
| 3M | -14.6% | +2.9% | -17.6% | -16.1% |
| 6M | -19.3% | +9.3% | -28.7% | -24.4% |
| YTD | -42.9% | +14.2% | -57.1% | -48.5% |
| 1Y | -43.8% | +15.3% | -59.0% | -50.0% |
| All | -43.8% | +15.8% | -59.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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