-24.1%
TE vs VTRS
+84.5%
-108.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | +0.2% | -2.2% | +2.4% | +1.5% |
| 30D | -5.9% | +3.3% | -9.2% | -7.9% |
| 3M | -45.6% | +2.0% | -47.6% | -47.6% |
| 6M | -43.4% | +19.9% | -63.3% | -52.8% |
| YTD | -31.0% | +35.7% | -66.7% | -49.0% |
| 1Y | +145.2% | +68.1% | +77.1% | +51.0% |
| 3Y | -24.1% | +87.1% | -111.1% | -59.2% |
| All | -24.1% | +84.5% | -108.6% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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