+62.5%
VWO vs TNA
+101.9%
-39.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.8% | -7.3% | +5.5% | -0.6% |
| 30D | -0.1% | -14.2% | +14.1% | +2.4% |
| 3M | +2.2% | -4.6% | +6.8% | +2.8% |
| 6M | +8.8% | +36.9% | -28.2% | +2.9% |
| YTD | +12.4% | +42.5% | -30.2% | +5.4% |
| 1Y | +15.6% | +45.8% | -30.2% | +7.4% |
| 3Y | +62.5% | +104.7% | -42.1% | +35.1% |
| All | +62.5% | +101.9% | -39.3% | +35.1% |
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