+30.8%
VNQ vs TCOM
+8.0%
+22.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -1.3% | -4.9% | +3.6% | -1.0% |
| 30D | -2.6% | -14.4% | +11.8% | -1.7% |
| 3M | -2.0% | -17.7% | +15.6% | -1.0% |
| 6M | +4.3% | -25.1% | +29.4% | +6.0% |
| YTD | +9.2% | -45.7% | +55.0% | +12.9% |
| 1Y | +5.6% | -47.9% | +53.5% | +9.4% |
| 3Y | +30.8% | +8.9% | +21.9% | +32.9% |
| All | +30.8% | +8.0% | +22.8% | +32.9% |
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 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