-10.5%
TEM vs VTR
+22.5%
-33.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -1.4% |
| 7D | -1.3% | +10.0% | -11.3% | +4.4% |
| 30D | -9.5% | +9.6% | -19.1% | -4.4% |
| 3M | +60.7% | -1.2% | +61.9% | +61.6% |
| 6M | +35.5% | +2.8% | +32.7% | +40.7% |
| YTD | +28.0% | +17.4% | +10.6% | +41.8% |
| 1Y | -10.5% | +22.0% | -32.5% | +4.8% |
| All | -10.5% | +22.5% | -33.0% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling