+2,010.2%
VRT vs TCOM
+6.1%
+2,004.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.0% | +9.9% | +8.3% |
| 7D | +18.6% | -1.4% | +20.0% | +18.9% |
| 30D | -11.7% | +11.5% | -23.2% | -14.1% |
| 3M | -27.3% | -5.2% | -22.1% | -26.9% |
| 6M | -42.9% | -16.9% | -26.0% | -41.2% |
| YTD | +29.5% | -39.9% | +69.4% | +42.6% |
| 1Y | +21.0% | -42.1% | +63.1% | +34.4% |
| 3Y | +403.1% | +28.0% | +375.1% | +357.3% |
| 5Y | +688.8% | +40.4% | +648.4% | +557.5% |
| All | +2,010.2% | +6.1% | +2,004.1% | +1,524.9% |
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