+309.3%
TEL vs VTR
+99.2%
+210.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -0.7% | +1.1% | -1.8% | -1.0% |
| 3M | +2.4% | +7.9% | -5.5% | -0.5% |
| 6M | +4.1% | +6.2% | -2.0% | +1.4% |
| YTD | -5.8% | +17.7% | -23.5% | -11.4% |
| 1Y | +0.9% | +32.9% | -32.0% | -9.0% |
| 3Y | +72.6% | +129.7% | -57.1% | +27.9% |
| 5Y | +57.5% | +89.3% | -31.8% | +22.7% |
| All | +309.3% | +99.2% | +210.2% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling