-33.5%
TEM vs VTR
+33.3%
-66.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.2% |
| 7D | -8.7% | -0.3% | -8.4% | -8.8% |
| 30D | +8.1% | +1.1% | +7.0% | +8.7% |
| 3M | +19.0% | +7.9% | +11.1% | +23.0% |
| 6M | +12.0% | +6.2% | +5.9% | +16.7% |
| YTD | -0.1% | +17.7% | -17.8% | +7.6% |
| 1Y | -33.5% | +32.9% | -66.4% | -25.1% |
| All | -33.5% | +33.3% | -66.8% | -25.1% |
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