-0.9%
TLT vs VTR
+131.3%
-132.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | 0.0% | -2.8% | +2.8% | +0.4% |
| 3M | -2.9% | +9.0% | -11.9% | -4.6% |
| 6M | -6.3% | +5.0% | -11.2% | -7.4% |
| YTD | -3.3% | +16.9% | -20.3% | -6.6% |
| 1Y | -4.2% | +34.3% | -38.5% | -10.3% |
| All | -0.9% | +131.3% | -132.2% | -22.7% |
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