+7,716.4%
TPR vs VTRS
+78.8%
+7,637.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.3% | +3.3% | -5.6% | -3.4% |
| 30D | -23.0% | -3.6% | -19.3% | -22.2% |
| 3M | -12.5% | +7.0% | -19.4% | -14.8% |
| 6M | -21.4% | +17.5% | -38.9% | -26.5% |
| YTD | -3.5% | +38.8% | -42.3% | -15.2% |
| 1Y | +17.4% | +69.2% | -51.8% | -4.2% |
| 3Y | +291.3% | +77.5% | +213.8% | +205.7% |
| 5Y | +241.9% | +39.9% | +202.0% | +182.8% |
| 10Y | +322.7% | -47.1% | +369.8% | +341.3% |
| All | +7,716.4% | +78.8% | +7,637.6% | +3,852.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling