+203.6%
TGT vs VTRS
-48.4%
+251.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -5.2% | -2.2% | -3.0% | -4.8% |
| 30D | +1.2% | +3.3% | -2.1% | +0.5% |
| 3M | +18.4% | +2.0% | +16.4% | +17.7% |
| 6M | +33.4% | +19.9% | +13.5% | +27.8% |
| YTD | +63.8% | +35.7% | +28.1% | +52.3% |
| 1Y | +77.2% | +68.1% | +9.1% | +57.1% |
| 3Y | +41.8% | +87.1% | -45.3% | +21.4% |
| 5Y | -25.5% | +47.6% | -73.2% | -34.9% |
| All | +203.6% | -48.4% | +251.9% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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