+122.7%
TT vs VTR
+131.6%
-9.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | -2.4% | +4.0% | +2.0% |
| 30D | -7.3% | -3.7% | -3.6% | -6.7% |
| 3M | -2.6% | +13.5% | -16.1% | -5.5% |
| 6M | +5.9% | +7.2% | -1.3% | +4.0% |
| YTD | +15.4% | +17.6% | -2.2% | +11.0% |
| 1Y | +8.2% | +35.4% | -27.1% | +0.7% |
| 3Y | +122.7% | +132.8% | -10.2% | +80.7% |
| All | +122.7% | +131.6% | -9.0% | +80.7% |
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 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