+90.3%
VTR vs TMF
-88.5%
+178.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.5% |
| 7D | -1.8% | -4.8% | +3.0% | -1.4% |
| 30D | +4.0% | -4.9% | +8.9% | +4.4% |
| 3M | +7.8% | -13.4% | +21.3% | +9.1% |
| 6M | +6.4% | -23.0% | +29.4% | +8.6% |
| YTD | +18.3% | -20.2% | +38.5% | +20.4% |
| 1Y | +33.9% | -26.5% | +60.4% | +37.2% |
| 3Y | +134.3% | -45.2% | +179.5% | +140.3% |
| 5Y | +90.3% | -88.4% | +178.7% | +82.3% |
| All | +90.3% | -88.5% | +178.8% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling