+219.2%
VT vs TCOM
+3.0%
+216.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | +6.5% | -6.7% | -1.2% |
| 30D | -3.1% | +13.3% | -16.4% | -5.1% |
| 3M | -3.5% | -6.5% | +3.0% | -2.6% |
| 6M | +0.5% | -16.3% | +16.8% | +3.0% |
| YTD | +10.8% | -38.7% | +49.5% | +19.0% |
| 1Y | +11.9% | -40.1% | +52.0% | +20.6% |
| 3Y | +73.0% | +30.6% | +42.4% | +57.8% |
| 5Y | +58.6% | +45.8% | +12.8% | +34.8% |
| 10Y | +219.2% | +8.1% | +211.1% | +166.8% |
| All | +219.2% | +3.0% | +216.2% | +166.8% |
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