+3,610.0%
TXN vs VTR
+1,502.7%
+2,107.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.3% |
| 7D | +2.0% | -1.8% | +3.8% | +2.4% |
| 30D | -8.0% | +4.0% | -12.0% | -8.8% |
| 3M | -7.8% | +7.8% | -15.6% | -9.8% |
| 6M | +32.4% | +6.4% | +26.1% | +29.8% |
| YTD | +51.7% | +18.3% | +33.4% | +45.1% |
| 1Y | +44.3% | +33.9% | +10.4% | +34.0% |
| 3Y | +71.3% | +134.3% | -63.0% | +39.3% |
| 5Y | +56.4% | +90.3% | -33.8% | +31.9% |
| 10Y | +410.2% | +100.1% | +310.1% | +292.1% |
| All | +3,610.0% | +1,502.7% | +2,107.2% | +1,639.2% |
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 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