+1,239.7%
TNA vs VIG
+789.0%
+450.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -2.2% |
| 7D | -3.6% | -1.2% | -2.4% | +0.7% |
| 30D | -10.1% | -2.8% | -7.2% | +0.2% |
| 3M | +2.7% | +2.5% | +0.2% | -5.7% |
| 6M | +38.4% | +8.1% | +30.3% | +7.1% |
| YTD | +45.4% | +9.6% | +35.9% | +8.5% |
| 1Y | +55.9% | +14.2% | +41.8% | +2.5% |
| 3Y | +109.8% | +56.1% | +53.7% | -45.8% |
| 5Y | -22.5% | +62.8% | -85.4% | -77.4% |
| 10Y | +87.5% | +248.2% | -160.7% | -94.6% |
| All | +1,239.7% | +789.0% | +450.6% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling