+51.8%
VG vs TCOM
-39.6%
+91.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.2% | -10.9% | -6.9% |
| 7D | -16.4% | +10.7% | -27.1% | -14.1% |
| 30D | -10.8% | +10.1% | -20.8% | -8.4% |
| 3M | -6.3% | -8.9% | +2.6% | -7.0% |
| 6M | -12.5% | -19.2% | +6.7% | -13.5% |
| YTD | +76.9% | -40.6% | +117.5% | +75.3% |
| 1Y | +51.8% | -39.0% | +90.8% | +47.0% |
| All | +51.8% | -39.6% | +91.4% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling