+2,397.0%
VRT vs TCOM
-5.0%
+2,402.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.4% | -5.3% |
| 7D | -7.7% | -6.5% | -1.2% | -6.3% |
| 30D | -12.0% | -16.2% | +4.3% | -8.6% |
| 3M | -11.7% | -19.3% | +7.7% | -8.1% |
| 6M | -8.1% | -27.2% | +19.1% | -2.1% |
| YTD | +53.2% | -46.2% | +99.4% | +73.7% |
| 1Y | +81.7% | -46.6% | +128.3% | +106.3% |
| 3Y | +535.3% | +8.4% | +526.9% | +501.4% |
| 5Y | +916.4% | +25.8% | +890.6% | +770.4% |
| All | +2,397.0% | -5.0% | +2,402.0% | +1,879.6% |
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