+152.7%
VFC vs TCOM
+2,694.8%
-2,542.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -1.6% | -9.5% | +7.9% | +0.1% |
| 30D | -11.6% | -10.7% | -0.9% | -9.9% |
| 3M | -18.1% | -14.6% | -3.5% | -16.1% |
| 6M | -27.4% | -19.3% | -8.0% | -24.8% |
| YTD | -24.8% | -42.9% | +18.1% | -17.6% |
| 1Y | -8.2% | -43.8% | +35.6% | +1.0% |
| 3Y | -29.1% | +2.1% | -31.2% | -31.0% |
| 5Y | -79.2% | +31.2% | -110.4% | -81.4% |
| 10Y | -68.1% | -13.9% | -54.2% | -71.0% |
| All | +152.7% | +2,694.8% | -2,542.1% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling