+16.0%
TFC vs VTR
+33.3%
-17.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -3.4% | +1.1% | -4.5% | -3.5% |
| 3M | +0.4% | +7.9% | -7.5% | -0.8% |
| 6M | +12.7% | +6.2% | +6.5% | +11.2% |
| YTD | +5.6% | +17.7% | -12.1% | +4.2% |
| 1Y | +16.0% | +32.9% | -16.9% | +11.5% |
| All | +16.0% | +33.3% | -17.2% | +11.5% |
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