+75.8%
VT vs TNA
+102.0%
-26.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.0% | -4.9% | +5.9% | +1.9% |
| 3M | +2.4% | +0.4% | +2.0% | +1.9% |
| 6M | +12.0% | +32.5% | -20.5% | +5.0% |
| YTD | +15.3% | +53.7% | -38.4% | +4.7% |
| 1Y | +22.6% | +65.1% | -42.5% | +9.0% |
| All | +75.8% | +102.0% | -26.2% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling