+800.0%
VGT vs TCOM
-9.8%
+809.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.2% | -4.9% | +4.7% | +0.8% |
| 30D | -0.4% | -14.4% | +14.0% | +2.6% |
| 3M | +4.4% | -17.7% | +22.1% | +8.1% |
| 6M | +32.1% | -25.1% | +57.2% | +39.3% |
| YTD | +28.8% | -45.7% | +74.5% | +44.3% |
| 1Y | +35.3% | -47.9% | +83.2% | +52.8% |
| 3Y | +124.8% | +8.9% | +115.8% | +109.4% |
| 5Y | +137.9% | +26.9% | +111.1% | +101.1% |
| All | +800.0% | -9.8% | +809.8% | +666.0% |
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 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