+2,260.0%
VGT vs TCOM
+2,125.4%
+134.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.5% |
| 7D | +1.5% | -10.2% | +11.7% | +3.4% |
| 30D | +0.5% | -16.8% | +17.4% | +3.8% |
| 3M | +5.3% | -16.7% | +21.9% | +8.3% |
| 6M | +32.4% | -27.1% | +59.5% | +39.5% |
| YTD | +28.6% | -45.5% | +74.1% | +42.1% |
| 1Y | +37.6% | -45.9% | +83.5% | +52.2% |
| 3Y | +125.5% | +9.8% | +115.7% | +112.9% |
| 5Y | +135.2% | +23.8% | +111.4% | +106.0% |
| 10Y | +812.9% | -10.8% | +823.7% | +706.0% |
| All | +2,260.0% | +2,125.4% | +134.5% | +1,052.6% |
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