+11.9%
VT vs TCOM
-39.5%
+51.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | +6.5% | -6.7% | -0.5% |
| 30D | -3.1% | +13.3% | -16.4% | -3.8% |
| 3M | -3.5% | -6.5% | +3.0% | -2.9% |
| 6M | +0.5% | -16.3% | +16.8% | +2.5% |
| YTD | +10.8% | -38.7% | +49.5% | +14.0% |
| 1Y | +11.9% | -40.1% | +52.0% | +15.7% |
| All | +11.9% | -39.5% | +51.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling