-8.2%
VFC vs TCOM
-42.5%
+34.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -1.6% | -9.5% | +7.9% | +1.2% |
| 30D | -11.6% | -10.7% | -0.9% | -8.8% |
| 3M | -18.1% | -14.6% | -3.5% | -14.6% |
| 6M | -27.4% | -19.3% | -8.0% | -22.1% |
| YTD | -24.8% | -42.9% | +18.1% | -11.4% |
| 1Y | -8.2% | -43.8% | +35.6% | +10.3% |
| All | -8.2% | -42.5% | +34.3% | +10.3% |
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