+1,002.6%
VST vs TCOM
-5.7%
+1,008.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.3% | +10.4% |
| 7D | -9.8% | +12.1% | -21.9% | -11.5% |
| 30D | -25.1% | +16.5% | -41.6% | -27.0% |
| 3M | -11.6% | -4.0% | -7.5% | -11.2% |
| 6M | -20.9% | -18.5% | -2.4% | -18.8% |
| YTD | -22.3% | -38.3% | +16.0% | -16.8% |
| 1Y | -32.0% | -36.6% | +4.6% | -27.6% |
| 3Y | +262.4% | +31.1% | +231.3% | +240.3% |
| 5Y | +563.4% | +47.6% | +515.8% | +485.6% |
| 10Y | +1,120.7% | +5.1% | +1,115.6% | +935.5% |
| All | +1,002.6% | -5.7% | +1,008.3% | +878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling