+769.3%
VST vs TCOM
+30.8%
+738.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +8.9% | -9.5% | +18.4% | +10.4% |
| 30D | +6.2% | -10.7% | +16.9% | +7.9% |
| 3M | -2.7% | -14.6% | +11.9% | -0.9% |
| 6M | -8.4% | -19.3% | +11.0% | -5.9% |
| YTD | -7.2% | -42.9% | +35.7% | +0.1% |
| 1Y | -20.9% | -43.8% | +22.9% | -14.6% |
| 3Y | +384.0% | +2.1% | +381.9% | +379.6% |
| All | +769.3% | +30.8% | +738.5% | +756.5% |
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