+18.0%
VMC vs TCOM
+8.5%
+9.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -3.0% |
| 7D | -5.3% | -10.2% | +4.9% | -4.7% |
| 30D | -12.3% | -16.8% | +4.6% | -11.3% |
| 3M | -10.3% | -16.7% | +6.4% | -9.4% |
| 6M | -8.6% | -27.1% | +18.5% | -6.8% |
| YTD | -11.9% | -45.5% | +33.6% | -8.6% |
| 1Y | -13.9% | -45.9% | +32.0% | -10.7% |
| All | +18.0% | +8.5% | +9.5% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling