+113.0%
VWO vs TCOM
-9.8%
+122.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.8% | -4.9% | +3.1% | -0.6% |
| 30D | -0.1% | -14.4% | +14.3% | +3.6% |
| 3M | +2.2% | -17.7% | +19.9% | +6.5% |
| 6M | +8.8% | -25.1% | +33.9% | +15.9% |
| YTD | +12.4% | -45.7% | +58.1% | +28.5% |
| 1Y | +15.6% | -47.9% | +63.4% | +33.3% |
| 3Y | +62.5% | +8.9% | +53.6% | +49.8% |
| 5Y | +34.3% | +26.9% | +7.4% | +11.2% |
| All | +113.0% | -9.8% | +122.8% | +76.0% |
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