+67.0%
VSH vs TCOM
+25.9%
+41.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.2% |
| 7D | +3.5% | -10.2% | +13.7% | +5.2% |
| 30D | -4.4% | -16.8% | +12.5% | -1.8% |
| 3M | -45.8% | -16.7% | -29.1% | -44.6% |
| 6M | +90.1% | -27.1% | +117.2% | +98.9% |
| YTD | +120.3% | -45.5% | +165.8% | +140.5% |
| 1Y | +112.2% | -45.9% | +158.1% | +131.9% |
| 3Y | +36.6% | +9.8% | +26.8% | +29.5% |
| 5Y | +67.0% | +23.8% | +43.2% | +48.8% |
| All | +67.0% | +25.9% | +41.1% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling