+124.3%
TDG vs VTR
+87.5%
+36.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -7.7% | +1.1% | -8.8% | -8.1% |
| 3M | -9.3% | +7.9% | -17.2% | -12.2% |
| 6M | -9.4% | +6.2% | -15.5% | -11.9% |
| YTD | -14.3% | +17.7% | -32.0% | -19.8% |
| 1Y | -11.8% | +32.9% | -44.7% | -21.3% |
| 3Y | +52.0% | +129.7% | -77.7% | +6.5% |
| All | +124.3% | +87.5% | +36.7% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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