+222.5%
VT vs TCOM
-9.6%
+232.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.4% | -9.5% | +10.0% | +2.1% |
| 30D | +1.0% | -10.7% | +11.7% | +2.8% |
| 3M | +2.4% | -14.6% | +17.0% | +4.7% |
| 6M | +12.0% | -19.3% | +31.3% | +15.6% |
| YTD | +15.3% | -42.9% | +58.3% | +25.6% |
| 1Y | +22.6% | -43.8% | +66.4% | +33.7% |
| 3Y | +74.7% | +2.1% | +72.6% | +66.3% |
| 5Y | +66.1% | +31.2% | +34.9% | +43.5% |
| All | +222.5% | -9.6% | +232.2% | +173.1% |
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