+486.0%
VTR vs TMF
-68.9%
+554.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -1.7% | -1.4% | -0.2% | -1.7% |
| 30D | -2.4% | -2.8% | +0.4% | -2.5% |
| 3M | +14.8% | -10.9% | +25.7% | +14.6% |
| 6M | +5.3% | -21.3% | +26.7% | +5.0% |
| YTD | +18.1% | -15.9% | +34.0% | +17.8% |
| 1Y | +36.7% | -15.7% | +52.5% | +36.4% |
| 3Y | +130.1% | -43.4% | +173.4% | +127.4% |
| 5Y | +89.5% | -87.8% | +177.3% | +74.1% |
| 10Y | +87.4% | -86.7% | +174.1% | +72.8% |
| All | +486.0% | -68.9% | +554.8% | +557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling