+7,716.4%
TPR vs VTR
+5,883.2%
+1,833.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.9% |
| 7D | -2.3% | -1.7% | -0.6% | -1.6% |
| 30D | -23.0% | -2.4% | -20.5% | -22.4% |
| 3M | -12.5% | +14.8% | -27.3% | -18.2% |
| 6M | -21.4% | +5.3% | -26.8% | -24.0% |
| YTD | -3.5% | +18.1% | -21.6% | -11.1% |
| 1Y | +17.4% | +36.7% | -19.4% | +1.1% |
| 3Y | +291.3% | +130.1% | +161.2% | +162.8% |
| 5Y | +241.9% | +89.5% | +152.4% | +147.1% |
| 10Y | +322.7% | +87.4% | +235.3% | +176.1% |
| All | +7,716.4% | +5,883.2% | +1,833.3% | +1,777.0% |
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