+121.0%
VTR vs TMF
-82.1%
+203.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +0.2% | -9.3% | +9.5% | +0.7% |
| 30D | +5.5% | +1.9% | +3.5% | +5.4% |
| 3M | -0.9% | -11.2% | +10.3% | -0.4% |
| 6M | -0.4% | -17.7% | +17.3% | +0.4% |
| YTD | +17.0% | -24.5% | +41.5% | +18.4% |
| 1Y | +18.0% | -29.4% | +47.4% | +19.7% |
| 3Y | +127.4% | -33.4% | +160.8% | +130.5% |
| 5Y | +92.3% | -88.7% | +181.0% | +92.9% |
| All | +121.0% | -82.1% | +203.1% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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