+459.4%
TTMI vs VTR
+5,636.1%
-5,176.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +12.2% | -2.4% | +14.5% | +13.1% |
| 30D | -5.7% | -3.7% | -2.0% | -4.5% |
| 3M | -27.5% | +13.5% | -41.0% | -32.0% |
| 6M | +47.1% | +7.2% | +39.9% | +40.8% |
| YTD | +87.5% | +17.6% | +69.9% | +73.1% |
| 1Y | +175.2% | +35.4% | +139.8% | +139.6% |
| 3Y | +901.9% | +132.8% | +769.1% | +587.9% |
| 5Y | +843.5% | +88.7% | +754.8% | +593.1% |
| 10Y | +1,077.0% | +87.6% | +989.3% | +633.5% |
| All | +459.4% | +5,636.1% | -5,176.7% | -21.6% |
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