+9.5%
V vs TCOM
-46.8%
+56.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -3.0% | -6.5% | +3.5% | -2.4% |
| 30D | +1.2% | -16.2% | +17.4% | +2.9% |
| 3M | +13.9% | -19.3% | +33.2% | +15.9% |
| 6M | +17.2% | -27.2% | +44.5% | +20.3% |
| YTD | +5.3% | -46.2% | +51.5% | +9.7% |
| 1Y | +9.5% | -46.6% | +56.1% | +14.5% |
| All | +9.5% | -46.8% | +56.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling