+2,336.8%
TCOM vs VO
+825.5%
+1,511.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -1.4% | +2.9% | -4.3% | -4.5% |
| 30D | +11.5% | +1.0% | +10.5% | +9.9% |
| 3M | -5.2% | -1.7% | -3.5% | -4.0% |
| 6M | -16.9% | +6.7% | -23.6% | -23.5% |
| YTD | -39.9% | +14.0% | -53.9% | -48.5% |
| 1Y | -42.1% | +13.7% | -55.8% | -50.3% |
| 3Y | +28.0% | +65.8% | -37.8% | -28.0% |
| 5Y | +40.4% | +36.6% | +3.8% | -1.9% |
| 10Y | +5.6% | +198.9% | -193.3% | -70.3% |
| All | +2,336.8% | +825.5% | +1,511.3% | +103.9% |
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 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