+66.6%
VT vs TCOM
+30.8%
+35.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.4% | -9.5% | +10.0% | +1.7% |
| 30D | +1.0% | -10.7% | +11.7% | +2.4% |
| 3M | +2.4% | -14.6% | +17.0% | +4.2% |
| 6M | +12.0% | -19.3% | +31.3% | +14.8% |
| YTD | +15.3% | -42.9% | +58.3% | +23.4% |
| 1Y | +22.6% | -43.8% | +66.4% | +31.3% |
| 3Y | +74.7% | +2.1% | +72.6% | +68.5% |
| All | +66.6% | +30.8% | +35.8% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling