+13.4%
TCOM vs VO
+57.7%
-44.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -7.6% | +0.6% | -8.2% | -8.1% |
| 30D | -12.2% | -1.1% | -11.2% | -11.6% |
| 3M | -14.2% | +4.5% | -18.8% | -17.3% |
| 6M | -25.0% | +11.1% | -36.1% | -31.0% |
| YTD | -43.7% | +13.5% | -57.2% | -49.2% |
| 1Y | -44.5% | +14.5% | -59.0% | -50.3% |
| 3Y | +13.4% | +58.1% | -44.7% | -11.8% |
| All | +13.4% | +57.7% | -44.3% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling