+668.9%
TEL vs VTR
+380.8%
+288.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +1.2% | -2.9% | +4.1% | +2.3% |
| 30D | -4.1% | -2.8% | -1.3% | -3.3% |
| 3M | -2.6% | +9.0% | -11.6% | -6.2% |
| 6M | 0.0% | +5.0% | -4.9% | -2.6% |
| YTD | -9.1% | +16.9% | -26.0% | -15.0% |
| 1Y | -0.8% | +34.3% | -35.1% | -12.2% |
| 3Y | +67.4% | +131.6% | -64.2% | +19.1% |
| 5Y | +51.8% | +88.0% | -36.2% | +14.9% |
| 10Y | +299.4% | +97.8% | +201.7% | +160.5% |
| All | +668.9% | +380.8% | +288.1% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling