+73.4%
VT vs TNA
+138.6%
-65.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +2.4% | +3.7% | -1.4% | +1.5% |
| 30D | -1.5% | +4.4% | -5.9% | -2.6% |
| 3M | -4.1% | -26.7% | +22.5% | +1.3% |
| 6M | +0.6% | -12.8% | +13.4% | +2.3% |
| YTD | +11.0% | +22.7% | -11.6% | +5.0% |
| 1Y | +13.3% | +35.7% | -22.3% | +4.9% |
| 3Y | +73.4% | +134.6% | -61.2% | +39.6% |
| All | +73.4% | +138.6% | -65.2% | +39.6% |
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