+126.1%
TLT vs VTR
+1,780.3%
-1,654.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +2.2% | +6.9% | -4.8% | +2.3% |
| 3M | -1.7% | +1.3% | -3.1% | -1.7% |
| 6M | -4.0% | +2.5% | -6.4% | -3.8% |
| YTD | -4.9% | +18.0% | -22.9% | -4.4% |
| 1Y | -7.4% | +19.5% | -26.8% | -6.8% |
| 3Y | +3.0% | +130.2% | -127.2% | +6.0% |
| 5Y | -35.1% | +93.8% | -128.9% | -33.6% |
| 10Y | -12.7% | +131.5% | -144.2% | -8.9% |
| All | +126.1% | +1,780.3% | -1,654.3% | +167.0% |
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