+608.4%
VST vs TCOM
+40.6%
+567.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +6.6% | -1.8% | +8.4% | +6.8% |
| 30D | -12.4% | +12.1% | -24.5% | -13.8% |
| 3M | -9.0% | -3.2% | -5.8% | -8.8% |
| 6M | -6.4% | -16.6% | +10.2% | -4.5% |
| YTD | -17.2% | -39.4% | +22.2% | -11.8% |
| 1Y | -22.0% | -41.5% | +19.5% | -16.5% |
| 3Y | +296.7% | +24.4% | +272.3% | +286.1% |
| All | +608.4% | +40.6% | +567.8% | +576.7% |
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 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