+133.5%
VTR vs TMF
-81.8%
+215.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.4% | -3.4% | +4.7% | +1.5% |
| 30D | +8.2% | +11.5% | -3.3% | +7.7% |
| 3M | +4.6% | -4.5% | +9.1% | +4.8% |
| 6M | +4.3% | -15.0% | +19.3% | +5.0% |
| YTD | +19.0% | -19.9% | +38.9% | +20.1% |
| 1Y | +21.6% | -26.6% | +48.2% | +23.2% |
| 3Y | +132.2% | -29.8% | +162.0% | +134.7% |
| 5Y | +94.4% | -88.2% | +182.6% | +94.2% |
| 10Y | +133.5% | -81.4% | +214.8% | +92.2% |
| All | +133.5% | -81.8% | +215.2% | +92.2% |
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