+1,282.5%
TSEM vs VTR
+99.2%
+1,183.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -18.7% | +1.1% | -19.8% | -19.0% |
| 3M | -18.1% | +7.9% | -26.0% | -19.9% |
| 6M | +77.1% | +6.2% | +70.9% | +73.5% |
| YTD | +80.1% | +17.7% | +62.4% | +72.8% |
| 1Y | +220.4% | +32.9% | +187.5% | +199.3% |
| 3Y | +650.1% | +129.7% | +520.4% | +518.1% |
| 5Y | +628.9% | +89.3% | +539.6% | +516.8% |
| All | +1,282.5% | +99.2% | +1,183.3% | +951.8% |
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