-22.5%
TNA vs VFC
-79.4%
+56.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -1.9% |
| 7D | -7.6% | -3.3% | -4.3% | -5.4% |
| 30D | -13.6% | -14.0% | +0.4% | -4.2% |
| 3M | +2.8% | -22.6% | +25.4% | +20.1% |
| 6M | +34.5% | -24.7% | +59.2% | +59.9% |
| YTD | +41.0% | -29.0% | +70.0% | +74.2% |
| 1Y | +52.0% | -13.8% | +65.8% | +61.3% |
| 3Y | +103.5% | -28.2% | +131.7% | +99.6% |
| 5Y | -22.5% | -79.0% | +56.5% | +273.8% |
| All | -22.5% | -79.4% | +56.9% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling