+29.5%
TCOM vs VT
+69.4%
-39.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +5.9% |
| 7D | +13.6% | -4.2% | +17.8% | +17.3% |
| 30D | +14.5% | -5.8% | +20.3% | +20.0% |
| 3M | -4.7% | -5.2% | +0.6% | -0.8% |
| 6M | -16.4% | +0.1% | -16.5% | -17.9% |
| YTD | -39.1% | +8.2% | -47.3% | -44.8% |
| 1Y | -37.8% | +10.1% | -48.0% | -44.7% |
| All | +29.5% | +69.4% | -39.9% | -23.9% |
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