+32.1%
VSH vs TCOM
+26.7%
+5.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.3% |
| 7D | +14.3% | -1.8% | +16.1% | +14.5% |
| 30D | -7.9% | +12.1% | -19.9% | -9.1% |
| 3M | -19.9% | -3.2% | -16.7% | -19.5% |
| 6M | -30.5% | -16.6% | -13.9% | -28.7% |
| YTD | +85.7% | -39.4% | +125.1% | +100.0% |
| 1Y | +98.9% | -41.5% | +140.5% | +116.0% |
| 3Y | +32.1% | +24.4% | +7.7% | +26.4% |
| All | +32.1% | +26.7% | +5.4% | +26.4% |
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 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