+96.3%
VTR vs TCOM
-9.8%
+106.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.3% | -4.9% | +4.6% | +0.4% |
| 30D | +1.1% | -14.4% | +15.5% | +3.3% |
| 3M | +7.9% | -17.7% | +25.6% | +10.5% |
| 6M | +6.2% | -25.1% | +31.3% | +10.2% |
| YTD | +17.7% | -45.7% | +63.5% | +27.4% |
| 1Y | +32.9% | -47.9% | +80.8% | +44.5% |
| 3Y | +129.7% | +8.9% | +120.7% | +115.0% |
| 5Y | +89.3% | +26.9% | +62.5% | +63.9% |
| All | +96.3% | -9.8% | +106.1% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling