-23.0%
TNA vs VEU
+55.0%
-78.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | -2.2% |
| 7D | -7.3% | -1.4% | -5.8% | -3.0% |
| 30D | -14.2% | -0.4% | -13.7% | -12.9% |
| 3M | -4.6% | +2.5% | -7.1% | -11.9% |
| 6M | +36.9% | +11.1% | +25.8% | -0.5% |
| YTD | +42.5% | +16.5% | +26.0% | -11.2% |
| 1Y | +45.8% | +22.9% | +22.8% | -22.3% |
| 3Y | +104.7% | +73.4% | +31.2% | -59.1% |
| All | -23.0% | +55.0% | -78.0% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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