+9.5%
TPR vs VTR
+34.7%
-25.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.2% |
| 7D | -7.3% | -2.9% | -4.4% | -6.8% |
| 30D | -30.7% | -2.8% | -27.9% | -30.3% |
| 3M | -21.6% | +9.0% | -30.6% | -24.5% |
| 6M | -21.3% | +5.0% | -26.3% | -23.4% |
| YTD | -10.2% | +16.9% | -27.1% | -15.8% |
| 1Y | +9.5% | +34.3% | -24.8% | +0.2% |
| All | +9.5% | +34.7% | -25.2% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling