+1,316.1%
TNA vs VFC
+110.5%
+1,205.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -1.8% |
| 7D | -0.1% | -1.6% | +1.5% | +1.6% |
| 30D | -4.9% | -11.6% | +6.7% | +8.0% |
| 3M | +0.4% | -18.1% | +18.5% | +18.4% |
| 6M | +32.5% | -27.4% | +59.9% | +75.9% |
| YTD | +53.7% | -24.8% | +78.5% | +94.2% |
| 1Y | +65.1% | -8.2% | +73.3% | +60.7% |
| 3Y | +98.4% | -29.1% | +127.6% | +47.7% |
| 5Y | -22.5% | -79.2% | +56.7% | +227.3% |
| 10Y | +82.5% | -68.1% | +150.6% | +324.6% |
| All | +1,316.1% | +110.5% | +1,205.6% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling