+145.7%
VMC vs TCOM
-9.8%
+155.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -3.8% | -4.9% | +1.1% | -3.1% |
| 30D | -9.7% | -14.4% | +4.7% | -7.6% |
| 3M | -9.6% | -17.7% | +8.0% | -7.3% |
| 6M | -4.8% | -25.1% | +20.3% | -1.1% |
| YTD | -10.9% | -45.7% | +34.9% | -3.3% |
| 1Y | -15.6% | -47.9% | +32.3% | -7.9% |
| 3Y | +19.3% | +8.9% | +10.4% | +12.4% |
| 5Y | +48.0% | +26.9% | +21.2% | +29.6% |
| All | +145.7% | -9.8% | +155.5% | +98.7% |
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