+90.7%
VTR vs TW
+206.7%
-116.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.3% | -4.5% | +4.2% | +1.1% |
| 30D | +1.1% | -2.3% | +3.4% | +1.7% |
| 3M | +7.9% | +2.6% | +5.3% | +6.6% |
| 6M | +6.2% | -17.5% | +23.7% | +11.9% |
| YTD | +17.7% | -5.3% | +23.0% | +18.3% |
| 1Y | +32.9% | -14.8% | +47.7% | +37.8% |
| 3Y | +129.7% | +18.8% | +110.8% | +107.3% |
| 5Y | +89.3% | +20.7% | +68.6% | +64.5% |
| All | +90.7% | +206.7% | -116.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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