+1.3%
VSAT vs TCOM
-10.5%
+11.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | +3.4% | -6.5% | +10.0% | +5.4% |
| 30D | -12.2% | -16.2% | +4.0% | -8.0% |
| 3M | +20.6% | -19.3% | +39.9% | +27.0% |
| 6M | +60.2% | -27.2% | +87.4% | +73.7% |
| YTD | +115.3% | -46.2% | +161.4% | +151.3% |
| 1Y | +154.6% | -46.6% | +201.2% | +198.1% |
| 3Y | +211.2% | +8.4% | +202.8% | +192.7% |
| 5Y | +52.7% | +25.8% | +26.9% | +28.1% |
| All | +1.3% | -10.5% | +11.8% | -18.1% |
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