+84.5%
VTR vs TCOM
+29.4%
+55.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.3% | -4.9% | +4.6% | 0.0% |
| 30D | +1.1% | -14.4% | +15.5% | +2.2% |
| 3M | +7.9% | -17.7% | +25.6% | +9.2% |
| 6M | +6.2% | -25.1% | +31.3% | +8.1% |
| YTD | +17.7% | -45.7% | +63.5% | +22.5% |
| 1Y | +32.9% | -47.9% | +80.8% | +38.6% |
| 3Y | +129.7% | +8.9% | +120.7% | +122.6% |
| All | +84.5% | +29.4% | +55.1% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling