+13,634.3%
TSM vs VTR
+1,531.0%
+12,103.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.3% |
| 7D | +2.7% | -1.7% | +4.4% | +3.1% |
| 30D | +3.6% | -2.4% | +6.0% | +4.1% |
| 3M | -3.4% | +14.8% | -18.2% | -7.0% |
| 6M | +20.6% | +5.3% | +15.3% | +18.2% |
| YTD | +41.9% | +18.1% | +23.8% | +35.4% |
| 1Y | +84.4% | +36.7% | +47.7% | +69.8% |
| 3Y | +380.2% | +130.1% | +250.1% | +286.1% |
| 5Y | +275.3% | +89.5% | +185.8% | +212.2% |
| 10Y | +1,751.4% | +87.4% | +1,664.0% | +1,307.9% |
| All | +13,634.3% | +1,531.0% | +12,103.3% | +8,329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling