+239.1%
TPR vs VTR
+91.4%
+147.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.4% |
| 30D | -27.3% | -3.7% | -23.6% | -26.3% |
| 3M | -16.2% | +13.5% | -29.8% | -21.5% |
| 6M | -17.9% | +7.2% | -25.1% | -21.3% |
| YTD | -7.1% | +17.6% | -24.7% | -14.6% |
| 1Y | +13.6% | +35.4% | -21.8% | -2.2% |
| 3Y | +293.7% | +132.8% | +160.9% | +151.4% |
| 5Y | +239.1% | +88.7% | +150.4% | +130.3% |
| All | +239.1% | +91.4% | +147.7% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling