+93.7%
TFC vs VTR
+134.0%
-40.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -2.5% | -1.8% | -0.7% | -1.9% |
| 30D | -2.8% | +4.0% | -6.8% | -4.1% |
| 3M | +2.1% | +7.8% | -5.7% | -1.0% |
| 6M | +10.1% | +6.4% | +3.8% | +7.0% |
| YTD | +5.4% | +18.3% | -12.9% | -1.7% |
| 1Y | +16.3% | +33.9% | -17.6% | +2.7% |
| All | +93.7% | +134.0% | -40.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling