+689.3%
VMC vs TCOM
+2,868.4%
-2,179.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | +15.5% | +12.1% | +3.4% | +13.0% |
| 3M | +0.6% | -3.2% | +3.8% | +1.1% |
| 6M | +2.1% | -16.6% | +18.7% | +5.0% |
| YTD | -1.6% | -39.4% | +37.8% | +6.9% |
| 1Y | -1.2% | -41.5% | +40.3% | +8.0% |
| 3Y | +35.3% | +24.4% | +11.0% | +23.2% |
| 5Y | +43.6% | +41.6% | +2.0% | +19.5% |
| 10Y | +126.7% | +6.5% | +120.2% | +86.8% |
| All | +689.3% | +2,868.4% | -2,179.2% | +240.1% |
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