+60.5%
TEM vs VTR
+92.8%
-32.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | +38.4% | -2.4% | +40.8% | +39.3% |
| 3M | +23.7% | +14.8% | +8.9% | +15.5% |
| 6M | +26.0% | +5.3% | +20.7% | +22.0% |
| YTD | +9.4% | +18.1% | -8.7% | -1.7% |
| 1Y | -17.3% | +36.7% | -54.0% | -34.2% |
| All | +60.5% | +92.8% | -32.2% | -20.3% |
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