+272.0%
VSAT vs TCOM
+2,843.2%
-2,571.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.2% | -5.0% |
| 7D | +20.0% | -1.4% | +21.3% | +20.3% |
| 30D | +6.5% | +11.5% | -5.0% | +3.6% |
| 3M | -18.3% | -5.2% | -13.1% | -17.8% |
| 6M | +0.4% | -16.9% | +17.3% | +3.5% |
| YTD | +106.7% | -39.9% | +146.6% | +127.7% |
| 1Y | +89.9% | -42.1% | +131.9% | +111.0% |
| 3Y | +276.3% | +28.0% | +248.3% | +244.6% |
| 5Y | +32.9% | +40.4% | -7.4% | +12.8% |
| 10Y | -12.2% | +5.6% | -17.9% | -25.3% |
| All | +272.0% | +2,843.2% | -2,571.2% | +55.7% |
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