+1,000.7%
VTI vs TCOM
+2,569.4%
-1,568.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | -0.4% | -10.2% | +9.8% | +1.3% |
| 30D | -1.6% | -16.8% | +15.2% | +1.2% |
| 3M | +3.6% | -16.7% | +20.3% | +6.2% |
| 6M | +13.0% | -27.1% | +40.1% | +18.2% |
| YTD | +12.7% | -45.5% | +58.2% | +22.8% |
| 1Y | +18.4% | -45.9% | +64.2% | +29.1% |
| 3Y | +76.4% | +9.8% | +66.7% | +67.3% |
| 5Y | +73.7% | +23.8% | +49.9% | +53.8% |
| 10Y | +302.5% | -10.8% | +313.3% | +257.2% |
| All | +1,000.7% | +2,569.4% | -1,568.8% | +482.5% |
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