+32.9%
VTR vs TW
-14.2%
+47.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.3% | -4.5% | +4.2% | +0.2% |
| 30D | +1.1% | -2.3% | +3.4% | +1.3% |
| 3M | +7.9% | +2.6% | +5.3% | +8.0% |
| 6M | +6.2% | -17.5% | +23.7% | +7.2% |
| YTD | +17.7% | -5.3% | +23.0% | +17.6% |
| 1Y | +32.9% | -14.8% | +47.7% | +31.6% |
| All | +32.9% | -14.2% | +47.1% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling