+624.5%
TFC vs VTR
+1,499.7%
-875.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | +2.4% | -1.7% | +4.1% | +3.0% |
| 30D | -1.3% | -2.4% | +1.1% | -0.6% |
| 3M | +6.1% | +14.8% | -8.7% | +0.7% |
| 6M | +7.3% | +5.3% | +2.0% | +4.8% |
| YTD | +8.2% | +18.1% | -9.9% | +1.4% |
| 1Y | +14.4% | +36.7% | -22.3% | +1.6% |
| 3Y | +93.7% | +130.1% | -36.4% | +42.3% |
| 5Y | +16.4% | +89.5% | -73.1% | -9.6% |
| 10Y | +101.6% | +87.4% | +14.2% | +44.0% |
| All | +624.5% | +1,499.7% | -875.2% | +248.9% |
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