+321.7%
VWO vs TCOM
+1,470.6%
-1,149.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.8% | -4.9% | +3.1% | -0.5% |
| 30D | -0.1% | -14.4% | +14.3% | +3.8% |
| 3M | +2.2% | -17.7% | +19.9% | +6.8% |
| 6M | +8.8% | -25.1% | +33.9% | +16.4% |
| YTD | +12.4% | -45.7% | +58.1% | +29.6% |
| 1Y | +15.6% | -47.9% | +63.4% | +34.5% |
| 3Y | +62.5% | +8.9% | +53.6% | +49.8% |
| 5Y | +34.3% | +26.9% | +7.4% | +10.4% |
| 10Y | +114.8% | -11.2% | +126.0% | +80.2% |
| All | +321.7% | +1,470.6% | -1,149.0% | +28.6% |
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