+285.0%
TSM vs VTR
+88.4%
+196.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.8% | -2.9% | +7.7% | +5.2% |
| 30D | +4.0% | -2.8% | +6.8% | +4.4% |
| 3M | +2.0% | +9.0% | -7.0% | -0.2% |
| 6M | +25.5% | +5.0% | +20.5% | +23.6% |
| YTD | +44.0% | +16.9% | +27.1% | +38.6% |
| 1Y | +75.4% | +34.3% | +41.1% | +63.4% |
| 3Y | +406.7% | +131.6% | +275.2% | +296.2% |
| 5Y | +285.0% | +88.0% | +197.0% | +210.0% |
| All | +285.0% | +88.4% | +196.5% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling