+975.3%
VTR vs TCOM
+2,569.4%
-1,594.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -2.9% | -10.2% | +7.3% | -1.0% |
| 30D | -2.8% | -16.8% | +14.0% | +0.6% |
| 3M | +9.0% | -16.7% | +25.7% | +12.3% |
| 6M | +5.0% | -27.1% | +32.0% | +10.7% |
| YTD | +16.9% | -45.5% | +62.4% | +29.6% |
| 1Y | +34.3% | -45.9% | +80.2% | +48.6% |
| 3Y | +131.6% | +9.8% | +121.8% | +114.7% |
| 5Y | +88.0% | +23.8% | +64.2% | +58.5% |
| 10Y | +97.8% | -10.8% | +108.6% | +67.7% |
| All | +975.3% | +2,569.4% | -1,594.1% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling