+31.1%
TCOM vs VT
+69.7%
-38.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.1% |
| 7D | +12.1% | -2.3% | +14.4% | +14.0% |
| 30D | +16.5% | -5.0% | +21.4% | +21.1% |
| 3M | -4.0% | -4.9% | +0.8% | -0.5% |
| 6M | -18.5% | -1.5% | -17.0% | -18.6% |
| YTD | -38.3% | +8.5% | -46.8% | -44.2% |
| 1Y | -36.6% | +11.4% | -48.0% | -44.2% |
| 3Y | +31.1% | +70.1% | -38.9% | -23.1% |
| All | +31.1% | +69.7% | -38.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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