+172.6%
TTMI vs VTR
+36.9%
+135.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.0% | +10.8% | +8.2% |
| 7D | +5.9% | -1.7% | +7.5% | +5.4% |
| 30D | -4.3% | -2.4% | -1.9% | -5.1% |
| 3M | -32.0% | +14.8% | -46.8% | -33.6% |
| 6M | +19.5% | +5.3% | +14.1% | +21.1% |
| YTD | +82.0% | +18.1% | +63.9% | +80.1% |
| 1Y | +172.6% | +36.7% | +135.9% | +163.2% |
| All | +172.6% | +36.9% | +135.8% | +163.2% |
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