-16.9%
VTRS vs TCOM
+2,536.0%
-2,552.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.5% |
| 7D | -3.3% | -6.5% | +3.2% | -2.3% |
| 30D | +1.4% | -16.2% | +17.6% | +4.2% |
| 3M | +4.6% | -19.3% | +24.0% | +7.9% |
| 6M | +18.1% | -27.2% | +45.3% | +23.7% |
| YTD | +34.7% | -46.2% | +80.9% | +47.4% |
| 1Y | +65.6% | -46.6% | +112.3% | +81.4% |
| 3Y | +83.8% | +8.4% | +75.4% | +74.1% |
| 5Y | +46.5% | +25.8% | +20.7% | +28.2% |
| 10Y | -48.6% | -11.9% | -36.7% | -54.5% |
| All | -16.9% | +2,536.0% | -2,552.9% | -55.2% |
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