+715.8%
VTV vs TCOM
+2,125.4%
-1,409.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | -0.7% | -10.2% | +9.5% | +0.8% |
| 30D | -0.5% | -16.8% | +16.3% | +2.1% |
| 3M | +5.3% | -16.7% | +22.0% | +7.7% |
| 6M | +12.9% | -27.1% | +39.9% | +17.6% |
| YTD | +18.5% | -45.5% | +64.0% | +28.2% |
| 1Y | +25.3% | -45.9% | +71.1% | +35.5% |
| 3Y | +68.2% | +9.8% | +58.4% | +59.6% |
| 5Y | +80.6% | +23.8% | +56.8% | +60.0% |
| 10Y | +232.9% | -10.8% | +243.7% | +194.9% |
| All | +715.8% | +2,125.4% | -1,409.7% | +315.6% |
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