+1,855.0%
VRT vs TCOM
+8.2%
+1,846.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -17.7% | +6.5% | -24.2% | -18.9% |
| 30D | -20.0% | +13.3% | -33.3% | -22.4% |
| 3M | -28.1% | -6.5% | -21.6% | -27.5% |
| 6M | -42.8% | -16.3% | -26.5% | -41.2% |
| YTD | +20.0% | -38.7% | +58.7% | +31.6% |
| 1Y | +3.5% | -40.1% | +43.6% | +14.1% |
| 3Y | +366.1% | +30.6% | +335.5% | +322.1% |
| 5Y | +632.2% | +45.8% | +586.4% | +505.8% |
| All | +1,855.0% | +8.2% | +1,846.7% | +1,399.8% |
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