+401.5%
TPR vs VTR
+120.0%
+281.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +14.2% | +4.7% | +9.5% | +12.8% |
| 30D | +17.1% | +10.9% | +6.2% | +13.7% |
| 3M | -17.7% | -3.2% | -14.5% | -17.2% |
| 6M | -10.2% | +3.7% | -13.9% | -12.0% |
| YTD | +4.9% | +16.8% | -11.9% | -1.1% |
| 1Y | +36.1% | +21.3% | +14.8% | +26.8% |
| All | +401.5% | +120.0% | +281.5% | +230.6% |
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