+45.8%
TNA vs VFC
-10.6%
+56.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | -1.6% |
| 7D | -7.3% | -1.4% | -5.9% | -6.5% |
| 30D | -14.2% | -9.0% | -5.2% | -9.1% |
| 3M | -4.6% | -24.2% | +19.6% | +10.7% |
| 6M | +36.9% | -18.5% | +55.4% | +50.4% |
| YTD | +42.5% | -25.9% | +68.4% | +66.4% |
| 1Y | +45.8% | -13.0% | +58.8% | +45.5% |
| All | +45.8% | -10.6% | +56.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling