+1,205.2%
VST vs TCOM
+3.5%
+1,201.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.1% | +7.4% |
| 7D | -0.5% | +7.4% | -8.0% | -1.7% |
| 30D | -17.1% | +13.2% | -30.3% | -18.8% |
| 3M | -4.6% | -4.6% | 0.0% | -4.1% |
| 6M | -9.1% | -16.4% | +7.3% | -7.1% |
| YTD | -16.6% | -38.8% | +22.1% | -10.7% |
| 1Y | -29.5% | -37.3% | +7.8% | -24.9% |
| 3Y | +297.5% | +31.4% | +266.1% | +273.5% |
| 5Y | +654.5% | +45.5% | +609.0% | +568.8% |
| 10Y | +1,205.2% | +4.6% | +1,200.6% | +1,038.1% |
| All | +1,205.2% | +3.5% | +1,201.7% | +1,038.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling