+76.5%
TNA vs VIG
+250.0%
-173.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -1.5% |
| 7D | -7.3% | -1.1% | -6.2% | -3.6% |
| 30D | -14.2% | -2.7% | -11.4% | -5.2% |
| 3M | -4.6% | +2.5% | -7.1% | -12.3% |
| 6M | +36.9% | +9.2% | +27.7% | +3.7% |
| YTD | +42.5% | +9.8% | +32.7% | +7.4% |
| 1Y | +45.8% | +12.4% | +33.4% | +4.0% |
| 3Y | +104.7% | +55.9% | +48.8% | -40.9% |
| 5Y | -21.7% | +63.9% | -85.6% | -74.8% |
| All | +76.5% | +250.0% | -173.5% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling