+917.7%
TT vs VTR
+99.2%
+818.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -7.3% | +1.1% | -8.4% | -7.6% |
| 3M | -3.6% | +7.9% | -11.5% | -6.0% |
| 6M | +2.8% | +6.2% | -3.4% | +0.5% |
| YTD | +14.5% | +17.7% | -3.2% | +8.7% |
| 1Y | +7.4% | +32.9% | -25.5% | -1.6% |
| 3Y | +116.2% | +129.7% | -13.5% | +67.0% |
| 5Y | +147.4% | +89.3% | +58.0% | +99.0% |
| All | +917.7% | +99.2% | +818.5% | +605.8% |
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