+868.3%
VTV vs TNA
+924.1%
-55.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.1% | -7.3% | +6.2% | +0.6% |
| 30D | -1.0% | -14.2% | +13.1% | +2.3% |
| 3M | +4.6% | -4.6% | +9.2% | +5.3% |
| 6M | +13.5% | +36.9% | -23.4% | +3.9% |
| YTD | +18.5% | +42.5% | -24.1% | +6.9% |
| 1Y | +22.9% | +45.8% | -22.9% | +9.1% |
| 3Y | +67.8% | +104.7% | -36.8% | +25.5% |
| 5Y | +81.8% | -21.7% | +103.5% | +53.6% |
| 10Y | +233.0% | +83.8% | +149.2% | +76.3% |
| All | +868.3% | +924.1% | -55.8% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling