+142.9%
TNA vs IWD
+85.4%
+57.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.5% | +1.6% | -2.1% | -5.9% |
| 30D | -0.7% | +3.6% | -4.3% | -13.3% |
| 3M | -21.5% | +2.0% | -23.5% | -27.1% |
| 6M | -11.2% | +13.1% | -24.3% | -46.0% |
| YTD | +27.0% | +26.2% | +0.8% | -49.9% |
| 1Y | +28.0% | +29.6% | -1.5% | -54.2% |
| 3Y | +142.9% | +84.3% | +58.6% | -82.5% |
| All | +142.9% | +85.4% | +57.5% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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