-79.0%
VFC vs TCOM
+25.9%
-104.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.5% |
| 7D | -2.3% | -10.2% | +7.8% | -0.1% |
| 30D | -13.4% | -16.8% | +3.5% | -9.9% |
| 3M | -23.7% | -16.7% | -7.0% | -21.0% |
| 6M | -24.5% | -27.1% | +2.6% | -19.4% |
| YTD | -27.8% | -45.5% | +17.7% | -18.5% |
| 1Y | -13.5% | -45.9% | +32.4% | -2.0% |
| 3Y | -27.1% | +9.8% | -36.9% | -29.3% |
| 5Y | -79.0% | +23.8% | -102.8% | -80.9% |
| All | -79.0% | +25.9% | -104.9% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling