+43.6%
VMC vs TCOM
+40.6%
+3.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.6% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +15.5% | +12.1% | +3.4% | +14.2% |
| 3M | +0.6% | -3.2% | +3.8% | +0.8% |
| 6M | +2.1% | -16.6% | +18.7% | +3.5% |
| YTD | -1.6% | -39.4% | +37.8% | +2.7% |
| 1Y | -1.2% | -41.5% | +40.3% | +3.4% |
| 3Y | +35.3% | +24.4% | +11.0% | +29.2% |
| All | +43.6% | +40.6% | +3.0% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling