-18.9%
VST vs TCOM
-44.5%
+25.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | +9.9% | -7.6% | +17.5% | +9.8% |
| 30D | +7.9% | -12.2% | +20.1% | +7.8% |
| 3M | +3.4% | -14.2% | +17.6% | +3.7% |
| 6M | -4.1% | -25.0% | +20.9% | -2.5% |
| YTD | -5.7% | -43.7% | +38.0% | -1.9% |
| 1Y | -18.9% | -44.5% | +25.7% | -15.7% |
| All | -18.9% | -44.5% | +25.6% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling