+90.5%
VTR vs TW
+211.4%
-120.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.5% |
| 7D | -2.4% | -3.5% | +1.1% | -1.4% |
| 30D | -3.7% | +0.5% | -4.2% | -4.0% |
| 3M | +13.5% | +4.9% | +8.6% | +11.4% |
| 6M | +7.2% | -17.1% | +24.3% | +12.8% |
| YTD | +17.6% | -3.9% | +21.4% | +17.6% |
| 1Y | +35.4% | -13.3% | +48.6% | +39.6% |
| 3Y | +132.8% | +20.9% | +111.9% | +109.0% |
| 5Y | +88.7% | +20.5% | +68.2% | +64.4% |
| All | +90.5% | +211.4% | -120.9% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling