+172.5%
VEA vs TCOM
+295.6%
-123.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +1.9% | -7.6% | +9.5% | +3.4% |
| 30D | +0.8% | -12.2% | +13.0% | +3.2% |
| 3M | +5.7% | -14.2% | +19.9% | +8.3% |
| 6M | +13.3% | -25.0% | +38.3% | +19.1% |
| YTD | +18.4% | -43.7% | +62.1% | +30.6% |
| 1Y | +27.0% | -44.5% | +71.5% | +40.3% |
| 3Y | +79.3% | +13.4% | +65.8% | +66.5% |
| 5Y | +62.1% | +26.5% | +35.7% | +38.6% |
| 10Y | +160.3% | -10.3% | +170.5% | +123.4% |
| All | +172.5% | +295.6% | -123.0% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling