+307.1%
TPR vs VTRS
-48.8%
+355.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -5.1% | -3.3% | -1.8% | -4.0% |
| 30D | -27.6% | +1.4% | -28.9% | -27.9% |
| 3M | -17.5% | +4.6% | -22.1% | -19.1% |
| 6M | -21.3% | +18.1% | -39.4% | -26.7% |
| YTD | -8.5% | +34.7% | -43.1% | -18.9% |
| 1Y | +11.5% | +65.6% | -54.2% | -8.7% |
| 3Y | +288.0% | +83.8% | +204.2% | +196.3% |
| 5Y | +225.2% | +46.5% | +178.7% | +160.9% |
| All | +307.1% | -48.8% | +355.8% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling