+1,024.4%
VRT vs TCOM
+26.3%
+998.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | +13.6% | -7.6% | +21.2% | +15.5% |
| 30D | +6.8% | -12.2% | +19.0% | +9.6% |
| 3M | -3.2% | -14.2% | +11.0% | -0.6% |
| 6M | +20.3% | -25.0% | +45.3% | +27.6% |
| YTD | +79.6% | -43.7% | +123.3% | +102.5% |
| 1Y | +139.0% | -44.5% | +183.5% | +170.3% |
| 3Y | +644.6% | +13.4% | +631.2% | +594.2% |
| 5Y | +1,024.4% | +26.5% | +997.9% | +830.4% |
| All | +1,024.4% | +26.3% | +998.0% | +830.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling