-50.0%
VTRS vs TDY
+479.2%
-529.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -2.2% | -1.1% | -1.1% | -1.8% |
| 30D | +3.3% | -12.0% | +15.4% | +8.6% |
| 3M | +2.0% | -3.2% | +5.2% | +2.9% |
| 6M | +19.9% | -7.9% | +27.8% | +23.1% |
| YTD | +35.7% | +18.2% | +17.5% | +25.6% |
| 1Y | +68.1% | +6.7% | +61.4% | +61.8% |
| 3Y | +87.1% | +47.5% | +39.5% | +54.9% |
| 5Y | +47.6% | +39.5% | +8.1% | +23.1% |
| All | -50.0% | +479.2% | -529.2% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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