+33.1%
VSH vs TCOM
+12.1%
+21.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +6.2% | -7.6% | +13.8% | +7.3% |
| 30D | -11.1% | -12.2% | +1.1% | -9.7% |
| 3M | -44.9% | -14.2% | -30.7% | -44.0% |
| 6M | +90.0% | -25.0% | +115.0% | +98.0% |
| YTD | +118.8% | -43.7% | +162.5% | +137.9% |
| 1Y | +109.0% | -44.5% | +153.5% | +127.9% |
| All | +33.1% | +12.1% | +21.0% | +31.4% |
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