+588.9%
VST vs TCOM
+44.6%
+544.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.3% | +10.4% |
| 7D | -9.8% | +12.1% | -21.9% | -11.2% |
| 30D | -25.1% | +16.5% | -41.6% | -26.7% |
| 3M | -11.6% | -4.0% | -7.5% | -11.2% |
| 6M | -20.9% | -18.5% | -2.4% | -19.0% |
| YTD | -22.3% | -38.3% | +16.0% | -17.4% |
| 1Y | -32.0% | -36.6% | +4.6% | -28.1% |
| 3Y | +262.4% | +31.1% | +231.3% | +250.8% |
| All | +588.9% | +44.6% | +544.3% | +559.6% |
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