+398.4%
TSM vs VTRS
+83.1%
+315.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +2.6% | -3.3% | +5.9% | +3.3% |
| 30D | +1.4% | +1.4% | 0.0% | +1.1% |
| 3M | +5.0% | +4.6% | +0.3% | +3.6% |
| 6M | +24.0% | +18.1% | +5.9% | +18.5% |
| YTD | +41.6% | +34.7% | +6.9% | +31.8% |
| 1Y | +66.2% | +65.6% | +0.5% | +47.7% |
| All | +398.4% | +83.1% | +315.4% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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