+96.3%
VTR vs TNA
+86.1%
+10.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.3% | -7.3% | +7.0% | +1.5% |
| 30D | +1.1% | -14.2% | +15.3% | +4.8% |
| 3M | +7.9% | -4.6% | +12.5% | +8.3% |
| 6M | +6.2% | +36.9% | -30.8% | -4.5% |
| YTD | +17.7% | +42.5% | -24.8% | +3.8% |
| 1Y | +32.9% | +45.8% | -12.9% | +14.5% |
| 3Y | +129.7% | +104.7% | +25.0% | +57.4% |
| 5Y | +89.3% | -21.7% | +111.0% | +52.7% |
| All | +96.3% | +86.1% | +10.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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