+34.5%
TCOM vs VSXY
+37.5%
-3.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -14.4% | -18.7% | +4.3% | -12.7% |
| 3M | -17.7% | -4.0% | -13.7% | -17.5% |
| 6M | -25.1% | +67.5% | -92.6% | -30.1% |
| YTD | -45.7% | +39.7% | -85.4% | -48.6% |
| 1Y | -47.9% | +180.0% | -227.8% | -54.7% |
| 3Y | +8.9% | +337.3% | -328.3% | -16.1% |
| 5Y | +26.9% | +22.7% | +4.2% | +13.6% |
| All | +34.5% | +37.5% | -3.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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