+45.5%
TCOM vs VT
+57.4%
-11.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -3.7% |
| 7D | +7.4% | +0.4% | +7.1% | +6.6% |
| 30D | +13.2% | -2.6% | +15.8% | +16.0% |
| 3M | -4.6% | -3.2% | -1.3% | -1.6% |
| 6M | -16.4% | +0.9% | -17.3% | -18.8% |
| YTD | -38.8% | +11.3% | -50.1% | -47.6% |
| 1Y | -37.3% | +14.0% | -51.3% | -48.0% |
| 3Y | +31.4% | +75.8% | -44.4% | -39.8% |
| 5Y | +45.5% | +57.8% | -12.3% | -17.8% |
| All | +45.5% | +57.4% | -11.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling