+94.6%
TT vs VTR
+133.9%
-39.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +1.4% | +2.1% | +3.3% |
| 30D | -11.0% | +8.2% | -19.3% | -12.2% |
| 3M | -12.0% | +4.6% | -16.6% | -12.7% |
| 6M | -10.4% | +4.3% | -14.8% | -11.2% |
| YTD | +9.9% | +19.0% | -9.1% | +5.9% |
| 1Y | +1.5% | +21.6% | -20.2% | -2.8% |
| All | +94.6% | +133.9% | -39.3% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling