+382.8%
VNQ vs TCOM
+1,840.9%
-1,458.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.6% | -6.5% | +3.9% | -1.4% |
| 30D | -2.3% | -16.2% | +13.9% | +0.8% |
| 3M | -2.8% | -19.3% | +16.5% | +0.7% |
| 6M | +2.5% | -27.2% | +29.7% | +8.1% |
| YTD | +8.4% | -46.2% | +54.6% | +20.1% |
| 1Y | +6.8% | -46.6% | +53.4% | +18.2% |
| 3Y | +29.9% | +8.4% | +21.5% | +21.3% |
| 5Y | +7.2% | +25.8% | -18.6% | -9.1% |
| 10Y | +62.5% | -11.9% | +74.4% | +37.7% |
| All | +382.8% | +1,840.9% | -1,458.1% | +91.2% |
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 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