-44.1%
VG vs TCOM
-37.9%
-6.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.7% | +4.8% |
| 7D | +15.1% | -1.4% | +16.5% | +15.2% |
| 30D | -4.2% | +11.5% | -15.7% | -5.0% |
| 3M | -3.1% | -5.2% | +2.1% | -2.3% |
| 6M | +0.3% | -16.9% | +17.2% | +3.3% |
| YTD | +95.5% | -39.9% | +135.4% | +117.3% |
| 1Y | +64.4% | -42.1% | +106.5% | +85.2% |
| All | -44.1% | -37.9% | -6.2% | -41.4% |
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