+105.8%
V vs TNA
-45.7%
+151.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -0.4% | +7.7% | -8.1% | -1.7% |
| 30D | +6.3% | -0.7% | +7.0% | +6.1% |
| 3M | +17.2% | -25.4% | +42.5% | +22.4% |
| 6M | +29.2% | -11.8% | +41.1% | +30.2% |
| YTD | +20.8% | +23.9% | -3.1% | +13.0% |
| 1Y | +25.0% | +25.6% | -0.6% | +16.3% |
| 3Y | +75.3% | +137.1% | -61.8% | +31.4% |
| 5Y | +105.8% | -45.4% | +151.3% | +104.1% |
| All | +105.8% | -45.7% | +151.6% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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