-12.3%
TCOM vs VO
+197.9%
-210.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -0.4% |
| 7D | -6.5% | -2.5% | -4.0% | -4.3% |
| 30D | -16.2% | -3.2% | -13.0% | -13.8% |
| 3M | -19.3% | +3.9% | -23.2% | -22.4% |
| 6M | -27.2% | +9.6% | -36.9% | -33.5% |
| YTD | -46.2% | +11.6% | -57.8% | -51.7% |
| 1Y | -46.6% | +12.6% | -59.2% | -52.5% |
| 3Y | +8.4% | +55.4% | -47.0% | -29.3% |
| 5Y | +25.8% | +41.8% | -16.0% | -10.0% |
| All | -12.3% | +197.9% | -210.2% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling