+39.6%
TCOM vs VSXY
+42.7%
-3.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.1% | -1.7% |
| 7D | -7.6% | -6.8% | -0.8% | -7.0% |
| 30D | -12.2% | -20.4% | +8.1% | -10.3% |
| 3M | -14.2% | +2.9% | -17.1% | -14.7% |
| 6M | -25.0% | +67.9% | -92.9% | -30.0% |
| YTD | -43.7% | +44.9% | -88.5% | -46.9% |
| 1Y | -44.5% | +205.9% | -250.5% | -52.3% |
| 3Y | +13.4% | +373.9% | -360.4% | -13.6% |
| 5Y | +26.5% | +23.5% | +3.0% | +12.4% |
| All | +39.6% | +42.7% | -3.1% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling