+25.4%
VTEB vs TCOM
+21.6%
+3.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -0.9% | -4.9% | +4.0% | -0.9% |
| 30D | -2.5% | -14.4% | +11.9% | -2.4% |
| 3M | -3.0% | -17.7% | +14.7% | -2.9% |
| 6M | -2.1% | -25.1% | +23.0% | -2.0% |
| YTD | -1.5% | -45.7% | +44.2% | -1.3% |
| 1Y | +0.2% | -47.9% | +48.0% | +0.4% |
| 3Y | +8.6% | +8.9% | -0.4% | +8.4% |
| 5Y | +1.2% | +26.9% | -25.7% | +0.9% |
| 10Y | +18.1% | -11.2% | +29.2% | +17.4% |
| All | +25.4% | +21.6% | +3.8% | +24.8% |
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 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