+1,643.1%
TSM vs VTR
+130.3%
+1,512.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | -7.3% | +5.5% | -12.7% | -8.2% |
| 3M | -7.1% | -0.9% | -6.2% | -7.2% |
| 6M | +0.2% | -0.4% | +0.6% | -0.4% |
| YTD | +32.2% | +17.0% | +15.2% | +27.4% |
| 1Y | +42.8% | +18.0% | +24.8% | +37.3% |
| 3Y | +330.4% | +127.4% | +203.0% | +259.5% |
| 5Y | +263.9% | +92.3% | +171.7% | +211.0% |
| All | +1,643.1% | +130.3% | +1,512.8% | +1,187.3% |
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