-50.0%
VTRS vs TNA
+86.1%
-136.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -2.2% | -7.3% | +5.1% | -0.4% |
| 30D | +3.3% | -14.2% | +17.5% | +7.1% |
| 3M | +2.0% | -4.6% | +6.5% | +2.7% |
| 6M | +19.9% | +36.9% | -17.0% | +9.3% |
| YTD | +35.7% | +42.5% | -6.8% | +21.8% |
| 1Y | +68.1% | +45.8% | +22.3% | +48.4% |
| 3Y | +87.1% | +104.7% | -17.6% | +38.6% |
| 5Y | +47.6% | -21.7% | +69.3% | +25.7% |
| All | -50.0% | +86.1% | -136.1% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling