+407.0%
TSM vs VTR
+131.3%
+275.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.9% |
| 7D | +4.8% | -2.9% | +7.7% | +4.6% |
| 30D | +4.0% | -2.8% | +6.8% | +3.8% |
| 3M | +2.0% | +9.0% | -7.0% | +1.9% |
| 6M | +25.5% | +5.0% | +20.5% | +25.7% |
| YTD | +44.0% | +16.9% | +27.1% | +43.7% |
| 1Y | +75.4% | +34.3% | +41.1% | +73.9% |
| All | +407.0% | +131.3% | +275.7% | +356.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling