+104.7%
TNA vs ITOT
+75.8%
+28.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | -1.9% |
| 7D | -7.3% | -0.9% | -6.4% | -4.2% |
| 30D | -14.2% | -1.5% | -12.7% | -9.4% |
| 3M | -4.6% | +3.6% | -8.1% | -15.1% |
| 6M | +36.9% | +13.7% | +23.2% | -9.0% |
| YTD | +42.5% | +12.9% | +29.6% | -1.4% |
| 1Y | +45.8% | +17.2% | +28.6% | -8.9% |
| 3Y | +104.7% | +75.6% | +29.0% | -65.1% |
| All | +104.7% | +75.8% | +28.9% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling