-68.4%
VFC vs TCOM
+40.6%
-109.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +3.1% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | +25.5% | +12.1% | +13.4% | +22.4% |
| 3M | +41.3% | -3.2% | +44.5% | +42.1% |
| 6M | +22.2% | -16.6% | +38.9% | +26.4% |
| YTD | +16.4% | -39.4% | +55.8% | +28.6% |
| 1Y | +38.4% | -41.5% | +79.9% | +54.1% |
| 3Y | +56.2% | +24.4% | +31.8% | +47.3% |
| All | -68.4% | +40.6% | -109.0% | -71.8% |
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