+89.7%
VTRS vs TCOM
-39.6%
+129.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.4% |
| 7D | +2.4% | +10.7% | -8.3% | +1.7% |
| 30D | +9.1% | +10.1% | -1.0% | +8.4% |
| 3M | +9.4% | -8.9% | +18.3% | +9.8% |
| 6M | +28.3% | -19.2% | +47.5% | +30.0% |
| YTD | +58.0% | -40.6% | +98.7% | +61.0% |
| 1Y | +89.7% | -39.0% | +128.8% | +90.3% |
| All | +89.7% | -39.6% | +129.3% | +90.3% |
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