+21.3%
TFC vs VTR
+22.5%
-1.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.5% |
| 7D | +5.1% | +10.0% | -5.0% | +3.5% |
| 30D | +9.8% | +9.6% | +0.2% | +8.3% |
| 3M | -2.4% | -1.2% | -1.2% | -2.8% |
| 6M | +4.9% | +2.8% | +2.1% | +3.3% |
| YTD | +6.6% | +17.4% | -10.8% | +7.5% |
| 1Y | +21.3% | +22.0% | -0.7% | +22.8% |
| All | +21.3% | +22.5% | -1.2% | +22.8% |
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