-38.0%
VG vs TCOM
-41.8%
+3.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -2.5% | -7.6% | +5.1% | -1.7% |
| 30D | +11.1% | -12.2% | +23.3% | +12.7% |
| 3M | +14.9% | -14.2% | +29.1% | +16.9% |
| 6M | +18.4% | -25.0% | +43.4% | +23.2% |
| YTD | +116.6% | -43.7% | +160.3% | +142.0% |
| 1Y | +9.4% | -44.5% | +53.9% | +22.5% |
| All | -38.0% | -41.8% | +3.7% | -34.8% |
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 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