+379.7%
VRT vs TCOM
+26.7%
+353.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | +10.5% | -1.8% | +12.3% | +10.8% |
| 30D | -9.3% | +12.1% | -21.4% | -11.9% |
| 3M | -29.6% | -3.2% | -26.4% | -29.4% |
| 6M | -45.4% | -16.6% | -28.7% | -43.3% |
| YTD | +24.8% | -39.4% | +64.2% | +40.0% |
| 1Y | +23.6% | -41.5% | +65.1% | +39.9% |
| 3Y | +379.7% | +24.4% | +355.3% | +316.5% |
| All | +379.7% | +26.7% | +353.0% | +316.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling