+158.1%
VSH vs TCOM
+2,694.8%
-2,536.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | +4.1% | -9.5% | +13.6% | +6.5% |
| 30D | -4.2% | -10.7% | +6.6% | -1.7% |
| 3M | -50.0% | -14.6% | -35.3% | -48.6% |
| 6M | +80.2% | -19.3% | +99.5% | +87.6% |
| YTD | +121.1% | -42.9% | +164.0% | +148.4% |
| 1Y | +112.0% | -43.8% | +155.8% | +139.1% |
| 3Y | +22.5% | +2.1% | +20.4% | +14.7% |
| 5Y | +64.0% | +31.2% | +32.8% | +33.3% |
| 10Y | +170.4% | -13.9% | +184.3% | +131.5% |
| All | +158.1% | +2,694.8% | -2,536.7% | +6.9% |
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