+396.0%
TPR vs VTRS
+158.7%
+237.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -0.3% | +4.6% | -4.9% | -1.5% |
| 30D | +15.1% | +19.4% | -4.3% | +9.5% |
| 3M | +3.5% | +30.8% | -27.3% | -4.1% |
| 6M | +0.4% | +21.6% | -21.2% | -5.4% |
| YTD | +4.6% | +71.2% | -66.6% | -12.2% |
| 1Y | +33.1% | +97.6% | -64.5% | +6.8% |
| 3Y | +396.0% | +163.9% | +232.1% | +188.4% |
| All | +396.0% | +158.7% | +237.3% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling