-39.3%
VG vs TCOM
-41.0%
+1.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.7% | -9.5% | +11.2% | +2.8% |
| 30D | +16.0% | -10.7% | +26.7% | +17.5% |
| 3M | +9.7% | -14.6% | +24.4% | +11.8% |
| 6M | +29.6% | -19.3% | +48.9% | +32.4% |
| YTD | +112.0% | -42.9% | +155.0% | +136.5% |
| 1Y | +12.8% | -43.8% | +56.6% | +26.2% |
| All | -39.3% | -41.0% | +1.7% | -36.3% |
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