-69.9%
VFC vs TCOM
-10.5%
-59.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -3.3% | -6.5% | +3.2% | -1.7% |
| 30D | -14.0% | -16.2% | +2.2% | -10.3% |
| 3M | -22.6% | -19.3% | -3.2% | -18.8% |
| 6M | -24.7% | -27.2% | +2.5% | -19.0% |
| YTD | -29.0% | -46.2% | +17.2% | -18.3% |
| 1Y | -13.8% | -46.6% | +32.8% | -0.5% |
| 3Y | -28.2% | +8.4% | -36.6% | -31.9% |
| 5Y | -79.0% | +25.8% | -104.8% | -81.8% |
| All | -69.9% | -10.5% | -59.3% | -75.7% |
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