+8,433.2%
TPR vs VTR
+5,929.2%
+2,504.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.4% | +1.4% | +5.0% | +5.8% |
| 30D | +13.8% | +8.2% | +5.5% | +9.9% |
| 3M | -16.6% | +4.6% | -21.2% | -18.5% |
| 6M | +0.7% | +4.3% | -3.7% | -2.1% |
| YTD | +5.3% | +19.0% | -13.7% | -3.4% |
| 1Y | +32.4% | +21.6% | +10.7% | +20.2% |
| 3Y | +406.4% | +132.2% | +274.2% | +239.8% |
| 5Y | +227.9% | +94.4% | +133.5% | +134.7% |
| 10Y | +371.7% | +133.5% | +238.3% | +181.1% |
| All | +8,433.2% | +5,929.2% | +2,504.0% | +1,940.5% |
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