-48.6%
VFC vs TCOM
+5.9%
-54.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +3.0% |
| 7D | +1.6% | -1.8% | +3.4% | +2.1% |
| 30D | +25.5% | +12.1% | +13.4% | +22.0% |
| 3M | +41.3% | -3.2% | +44.5% | +42.2% |
| 6M | +22.2% | -16.6% | +38.9% | +26.9% |
| YTD | +16.4% | -39.4% | +55.8% | +30.0% |
| 1Y | +38.4% | -41.5% | +79.9% | +56.0% |
| 3Y | +56.2% | +24.4% | +31.8% | +43.3% |
| 5Y | -68.2% | +41.6% | -109.7% | -73.2% |
| All | -48.6% | +5.9% | -54.5% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling