+95.6%
TFC vs VTR
+99.2%
-3.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -3.4% | +1.1% | -4.5% | -3.8% |
| 3M | +0.4% | +7.9% | -7.5% | -3.2% |
| 6M | +12.7% | +6.2% | +6.5% | +9.0% |
| YTD | +5.6% | +17.7% | -12.1% | -2.5% |
| 1Y | +16.0% | +32.9% | -16.9% | +1.3% |
| 3Y | +94.0% | +129.7% | -35.7% | +31.4% |
| 5Y | +16.2% | +89.3% | -73.2% | -16.0% |
| All | +95.6% | +99.2% | -3.6% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling