+213.7%
VT vs TCOM
+3.1%
+210.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | 0.0% |
| 7D | -2.3% | +12.1% | -14.4% | -4.2% |
| 30D | -5.0% | +16.5% | -21.4% | -7.4% |
| 3M | -4.9% | -4.0% | -0.8% | -4.4% |
| 6M | -1.5% | -18.5% | +17.0% | +1.4% |
| YTD | +8.5% | -38.3% | +46.8% | +16.4% |
| 1Y | +11.4% | -36.6% | +48.0% | +18.9% |
| 3Y | +70.1% | +31.1% | +38.9% | +55.1% |
| 5Y | +53.7% | +47.6% | +6.1% | +30.3% |
| All | +213.7% | +3.1% | +210.6% | +162.9% |
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