+97.8%
VTR vs TMF
-86.2%
+184.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.9% |
| 30D | -2.8% | -1.0% | -1.8% | -2.8% |
| 3M | +9.0% | -11.3% | +20.3% | +9.6% |
| 6M | +5.0% | -22.7% | +27.7% | +6.3% |
| YTD | +16.9% | -17.3% | +34.3% | +18.0% |
| 1Y | +34.3% | -22.5% | +56.8% | +35.8% |
| 3Y | +131.6% | -43.2% | +174.8% | +134.9% |
| 5Y | +88.0% | -88.3% | +176.3% | +90.8% |
| 10Y | +97.8% | -86.0% | +183.8% | +79.1% |
| All | +97.8% | -86.2% | +184.0% | +79.1% |
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