+96.3%
VTR vs TDY
+479.2%
-382.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | -0.3% | -1.1% | +0.8% | +0.3% |
| 30D | +1.1% | -12.0% | +13.1% | +8.0% |
| 3M | +7.9% | -3.2% | +11.1% | +9.1% |
| 6M | +6.2% | -7.9% | +14.0% | +9.4% |
| YTD | +17.7% | +18.2% | -0.5% | +4.7% |
| 1Y | +32.9% | +6.7% | +26.2% | +24.5% |
| 3Y | +129.7% | +47.5% | +82.1% | +71.7% |
| 5Y | +89.3% | +39.5% | +49.8% | +42.5% |
| All | +96.3% | +479.2% | -382.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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