+2,114.0%
TMO vs VTR
+1,494.8%
+619.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +1.1% | +1.1% | 0.0% | +0.9% |
| 3M | +28.3% | +7.9% | +20.4% | +26.6% |
| 6M | +23.3% | +6.2% | +17.1% | +21.7% |
| YTD | +5.5% | +17.7% | -12.3% | +2.3% |
| 1Y | +24.5% | +32.9% | -8.3% | +18.4% |
| 3Y | +19.6% | +129.7% | -110.1% | +3.6% |
| 5Y | +8.1% | +89.3% | -81.2% | -4.2% |
| 10Y | +336.7% | +99.1% | +237.6% | +259.9% |
| All | +2,114.0% | +1,494.8% | +619.3% | +1,328.4% |
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