+55.6%
VFC vs TCOM
-39.6%
+95.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.2% | +1.3% | +3.6% |
| 7D | +21.5% | +10.7% | +10.8% | +18.6% |
| 30D | +46.7% | +10.1% | +36.6% | +43.3% |
| 3M | +38.4% | -8.9% | +47.3% | +40.9% |
| 6M | +15.2% | -19.2% | +34.4% | +21.9% |
| YTD | +17.8% | -40.6% | +58.4% | +31.9% |
| 1Y | +55.6% | -39.0% | +94.6% | +71.4% |
| All | +55.6% | -39.6% | +95.2% | +71.4% |
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