+2,213.9%
TCOM vs VO
+827.2%
+1,386.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -9.5% | -0.3% | -9.3% | -9.3% |
| 30D | -10.7% | -0.3% | -10.4% | -10.5% |
| 3M | -14.6% | +2.9% | -17.6% | -17.7% |
| 6M | -19.3% | +9.3% | -28.7% | -27.3% |
| YTD | -42.9% | +14.2% | -57.1% | -51.0% |
| 1Y | -43.8% | +15.3% | -59.0% | -52.3% |
| 3Y | +2.1% | +56.2% | -54.1% | -38.5% |
| 5Y | +31.2% | +42.4% | -11.2% | -12.1% |
| 10Y | -13.9% | +194.7% | -208.7% | -75.3% |
| All | +2,213.9% | +827.2% | +1,386.6% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling