+139.2%
TT vs VTR
+94.8%
+44.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +1.4% | +2.1% | +3.1% |
| 30D | -11.0% | +8.2% | -19.3% | -13.2% |
| 3M | -12.0% | +4.6% | -16.6% | -13.4% |
| 6M | -10.4% | +4.3% | -14.8% | -12.2% |
| YTD | +9.9% | +19.0% | -9.1% | +3.1% |
| 1Y | +1.5% | +21.6% | -20.2% | -5.6% |
| 3Y | +93.7% | +132.2% | -38.5% | +40.5% |
| 5Y | +139.2% | +94.4% | +44.8% | +82.0% |
| All | +139.2% | +94.8% | +44.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling