+84.5%
VTR vs TNA
-23.3%
+107.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -0.3% | -7.3% | +7.0% | +0.7% |
| 30D | +1.1% | -14.2% | +15.3% | +3.2% |
| 3M | +7.9% | -4.6% | +12.5% | +8.2% |
| 6M | +6.2% | +36.9% | -30.8% | -0.3% |
| YTD | +17.7% | +42.5% | -24.8% | +9.3% |
| 1Y | +32.9% | +45.8% | -12.9% | +21.7% |
| 3Y | +129.7% | +104.7% | +25.0% | +80.6% |
| All | +84.5% | -23.3% | +107.8% | +60.5% |
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