+6,295.3%
TT vs VTR
+1,498.3%
+4,797.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +8.1% | +0.7% | +7.4% | +7.9% |
| 30D | -11.3% | +6.9% | -18.2% | -13.0% |
| 3M | -11.2% | +1.3% | -12.5% | -11.7% |
| 6M | -8.9% | +2.5% | -11.4% | -10.2% |
| YTD | +9.7% | +18.0% | -8.3% | +4.1% |
| 1Y | +1.3% | +19.5% | -18.2% | -4.3% |
| 3Y | +93.4% | +130.2% | -36.9% | +51.4% |
| 5Y | +133.5% | +93.8% | +39.7% | +89.4% |
| 10Y | +739.9% | +131.5% | +608.5% | +494.1% |
| All | +6,295.3% | +1,498.3% | +4,797.0% | +2,985.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling