+302.0%
TRV vs VTR
+99.2%
+202.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +1.7% | +1.1% | +0.6% | +1.3% |
| 3M | +23.9% | +7.9% | +16.0% | +20.8% |
| 6M | +26.3% | +6.2% | +20.1% | +23.6% |
| YTD | +30.8% | +17.7% | +13.1% | +23.8% |
| 1Y | +36.3% | +32.9% | +3.4% | +23.9% |
| 3Y | +145.0% | +129.7% | +15.3% | +85.0% |
| 5Y | +163.9% | +89.3% | +74.6% | +107.7% |
| All | +302.0% | +99.2% | +202.8% | +173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling