+118.9%
TNA vs IWD
+71.7%
+47.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | +2.1% |
| 7D | +4.1% | -0.2% | +4.2% | +4.7% |
| 30D | -7.6% | -0.8% | -6.8% | -4.7% |
| 3M | +8.1% | +8.0% | 0.0% | -22.3% |
| 6M | +49.0% | +18.2% | +30.8% | -24.4% |
| YTD | +51.7% | +22.3% | +29.4% | -32.4% |
| 1Y | +59.6% | +28.9% | +30.7% | -41.2% |
| 3Y | +118.9% | +71.5% | +47.4% | -72.0% |
| All | +118.9% | +71.7% | +47.2% | -72.0% |
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