-24.5%
TE vs VTR
+134.0%
-158.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.0% |
| 7D | +0.9% | -1.8% | +2.7% | +1.3% |
| 30D | -16.3% | +4.0% | -20.3% | -17.1% |
| 3M | -40.8% | +7.8% | -48.6% | -43.9% |
| 6M | -42.6% | +6.4% | -49.0% | -45.7% |
| YTD | -31.4% | +18.3% | -49.8% | -39.4% |
| 1Y | +144.9% | +33.9% | +111.0% | +98.3% |
| All | -24.5% | +134.0% | -158.6% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling