-23.0%
TNA vs VIG
+63.0%
-86.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -1.7% |
| 7D | -7.3% | -1.1% | -6.2% | -3.2% |
| 30D | -14.2% | -2.7% | -11.4% | -4.2% |
| 3M | -4.6% | +2.5% | -7.1% | -13.3% |
| 6M | +36.9% | +9.2% | +27.7% | +0.3% |
| YTD | +42.5% | +9.8% | +32.7% | +3.7% |
| 1Y | +45.8% | +12.4% | +33.4% | -0.4% |
| 3Y | +104.7% | +55.9% | +48.8% | -49.2% |
| All | -23.0% | +63.0% | -86.0% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling