+317.6%
VOO vs TCOM
-9.8%
+327.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.8% | -4.9% | +4.1% | 0.0% |
| 30D | -1.1% | -14.4% | +13.3% | +1.2% |
| 3M | +3.9% | -17.7% | +21.6% | +6.6% |
| 6M | +13.6% | -25.1% | +38.7% | +18.2% |
| YTD | +12.7% | -45.7% | +58.4% | +22.7% |
| 1Y | +17.6% | -47.9% | +65.4% | +28.6% |
| 3Y | +77.3% | +8.9% | +68.4% | +67.8% |
| 5Y | +84.1% | +26.9% | +57.3% | +61.9% |
| All | +317.6% | -9.8% | +327.4% | +259.8% |
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