+108.8%
TNA vs VFC
-27.2%
+136.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.9% |
| 7D | -3.6% | -2.3% | -1.3% | -2.3% |
| 30D | -10.1% | -13.4% | +3.3% | -2.4% |
| 3M | +2.7% | -23.7% | +26.4% | +18.1% |
| 6M | +38.4% | -24.5% | +62.9% | +59.9% |
| YTD | +45.4% | -27.8% | +73.3% | +72.5% |
| 1Y | +55.9% | -13.5% | +69.4% | +65.2% |
| All | +108.8% | -27.2% | +136.0% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling