+61.8%
VNQ vs TCOM
-9.8%
+71.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | -2.6% | -14.4% | +11.8% | -0.9% |
| 3M | -2.0% | -17.7% | +15.6% | -0.1% |
| 6M | +4.3% | -25.1% | +29.4% | +7.5% |
| YTD | +9.2% | -45.7% | +55.0% | +16.3% |
| 1Y | +5.6% | -47.9% | +53.5% | +12.8% |
| 3Y | +30.8% | +8.9% | +21.9% | +25.1% |
| 5Y | +8.0% | +26.9% | -18.9% | -2.4% |
| All | +61.8% | -9.8% | +71.6% | +40.9% |
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