+104.7%
TNA vs VNQ
+30.7%
+74.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -0.6% |
| 7D | -7.3% | -1.3% | -6.0% | -4.3% |
| 30D | -14.2% | -2.6% | -11.6% | -8.8% |
| 3M | -4.6% | -2.0% | -2.5% | -1.7% |
| 6M | +36.9% | +4.3% | +32.6% | +21.1% |
| YTD | +42.5% | +9.2% | +33.3% | +12.2% |
| 1Y | +45.8% | +5.6% | +40.2% | +26.0% |
| 3Y | +104.7% | +30.8% | +73.8% | +11.6% |
| All | +104.7% | +30.7% | +74.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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