+1,250.4%
VUG vs TCOM
+2,229.9%
-979.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.1% | -9.5% | +9.4% | +1.5% |
| 30D | -0.3% | -10.7% | +10.4% | +1.5% |
| 3M | -0.7% | -14.6% | +13.9% | +1.6% |
| 6M | +14.6% | -19.3% | +34.0% | +18.3% |
| YTD | +9.0% | -42.9% | +52.0% | +18.7% |
| 1Y | +14.9% | -43.8% | +58.7% | +25.2% |
| 3Y | +86.0% | +2.1% | +83.9% | +78.5% |
| 5Y | +76.7% | +31.2% | +45.5% | +54.8% |
| 10Y | +411.3% | -13.9% | +425.2% | +356.2% |
| All | +1,250.4% | +2,229.9% | -979.5% | +599.6% |
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