+409.6%
VUG vs TCOM
-10.5%
+420.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | -1.9% | -6.5% | +4.6% | -0.7% |
| 30D | -1.6% | -16.2% | +14.7% | +1.6% |
| 3M | +4.4% | -19.3% | +23.7% | +8.1% |
| 6M | +13.2% | -27.2% | +40.4% | +19.4% |
| YTD | +7.5% | -46.2% | +53.7% | +19.2% |
| 1Y | +12.5% | -46.6% | +59.1% | +24.8% |
| 3Y | +86.0% | +8.4% | +77.6% | +74.7% |
| 5Y | +76.5% | +25.8% | +50.7% | +52.0% |
| All | +409.6% | -10.5% | +420.1% | +335.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling