+59.9%
VEA vs TCOM
+29.4%
+30.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | -1.5% | -4.9% | +3.4% | -0.8% |
| 30D | -0.8% | -14.4% | +13.6% | +1.1% |
| 3M | +2.5% | -17.7% | +20.1% | +4.8% |
| 6M | +11.1% | -25.1% | +36.2% | +15.1% |
| YTD | +17.2% | -45.7% | +62.9% | +26.0% |
| 1Y | +24.5% | -47.9% | +72.4% | +34.6% |
| 3Y | +75.4% | +8.9% | +66.5% | +67.2% |
| All | +59.9% | +29.4% | +30.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling