+1.3%
TT vs VTR
+21.0%
-19.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +8.1% | +0.7% | +7.4% | +8.0% |
| 30D | -11.3% | +6.9% | -18.2% | -11.5% |
| 3M | -11.2% | +1.3% | -12.5% | -10.9% |
| 6M | -8.9% | +2.5% | -11.4% | -7.4% |
| YTD | +9.7% | +18.0% | -8.3% | +6.3% |
| 1Y | +1.3% | +19.5% | -18.2% | -1.6% |
| All | +1.3% | +21.0% | -19.8% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling