+218.7%
TPR vs VTRS
+40.2%
+178.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -7.3% | -3.5% | -3.9% | -6.2% |
| 30D | -30.7% | +2.1% | -32.8% | -31.3% |
| 3M | -21.6% | +2.6% | -24.2% | -22.6% |
| 6M | -21.3% | +17.8% | -39.1% | -26.8% |
| YTD | -10.2% | +35.7% | -45.8% | -21.1% |
| 1Y | +9.5% | +63.5% | -54.0% | -10.7% |
| 3Y | +280.8% | +85.1% | +195.7% | +181.0% |
| 5Y | +218.7% | +42.5% | +176.2% | +135.5% |
| All | +218.7% | +40.2% | +178.5% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling