+348.0%
VT vs TCOM
+274.7%
+73.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.6% |
| 7D | -4.2% | +13.6% | -17.8% | -6.5% |
| 30D | -5.8% | +14.5% | -20.3% | -8.3% |
| 3M | -5.2% | -4.7% | -0.6% | -4.6% |
| 6M | +0.1% | -16.4% | +16.5% | +3.0% |
| YTD | +8.2% | -39.1% | +47.3% | +17.6% |
| 1Y | +10.1% | -37.8% | +48.0% | +19.1% |
| 3Y | +69.7% | +31.1% | +38.6% | +53.1% |
| 5Y | +53.4% | +45.7% | +7.7% | +27.4% |
| 10Y | +219.2% | +3.7% | +215.5% | +165.7% |
| All | +348.0% | +274.7% | +73.4% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling