+484.4%
VTR vs TMF
-69.2%
+553.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | +9.1% | +16.3% | -7.2% | +9.3% |
| 3M | -3.6% | -2.7% | -0.9% | -3.6% |
| 6M | +3.8% | -13.2% | +16.9% | +3.6% |
| YTD | +17.8% | -16.7% | +34.5% | +17.5% |
| 1Y | +20.5% | -22.7% | +43.3% | +20.1% |
| 3Y | +132.4% | -26.1% | +158.5% | +132.2% |
| 5Y | +99.9% | -88.4% | +188.3% | +82.9% |
| 10Y | +124.3% | -81.8% | +206.1% | +113.1% |
| All | +484.4% | -69.2% | +553.6% | +555.6% |
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