+33.6%
TCOM vs VYM
+77.5%
-43.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.2% |
| 30D | -14.4% | -2.2% | -12.1% | -12.6% |
| 3M | -17.7% | +3.1% | -20.7% | -20.1% |
| 6M | -25.1% | +9.7% | -34.8% | -31.6% |
| YTD | -45.7% | +14.9% | -60.6% | -52.6% |
| 1Y | -47.9% | +17.6% | -65.4% | -55.4% |
| 3Y | +8.9% | +65.3% | -56.4% | -34.1% |
| All | +33.6% | +77.5% | -43.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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