+76.5%
TNA vs VMC
+156.6%
-80.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | 0.0% |
| 7D | -7.3% | -3.8% | -3.5% | -2.5% |
| 30D | -14.2% | -9.7% | -4.5% | -2.0% |
| 3M | -4.6% | -9.6% | +5.1% | +6.8% |
| 6M | +36.9% | -4.8% | +41.8% | +43.0% |
| YTD | +42.5% | -10.9% | +53.4% | +59.5% |
| 1Y | +45.8% | -15.6% | +61.4% | +76.1% |
| 3Y | +104.7% | +19.3% | +85.3% | +67.0% |
| 5Y | -21.7% | +48.0% | -69.7% | -45.3% |
| All | +76.5% | +156.6% | -80.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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