-23.0%
TNA vs VTEB
+1.2%
-24.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | -0.2% |
| 7D | -7.3% | -0.9% | -6.3% | -4.0% |
| 30D | -14.2% | -2.5% | -11.7% | -5.7% |
| 3M | -4.6% | -3.0% | -1.6% | +6.9% |
| 6M | +36.9% | -2.1% | +39.1% | +50.2% |
| YTD | +42.5% | -1.5% | +44.0% | +53.2% |
| 1Y | +45.8% | +0.2% | +45.6% | +48.2% |
| 3Y | +104.7% | +8.6% | +96.1% | +55.0% |
| All | -23.0% | +1.2% | -24.2% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling