+59.6%
TXN vs VTR
+87.5%
-27.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -2.9% | +1.1% | -4.0% | -3.2% |
| 3M | -9.1% | +7.9% | -17.0% | -11.9% |
| 6M | +36.6% | +6.2% | +30.5% | +32.9% |
| YTD | +57.5% | +17.7% | +39.8% | +48.2% |
| 1Y | +49.5% | +32.9% | +16.6% | +34.8% |
| 3Y | +76.5% | +129.7% | -53.1% | +30.2% |
| All | +59.6% | +87.5% | -27.9% | +19.0% |
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