-22.5%
TNA vs VMC
+47.2%
-69.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.5% |
| 7D | -7.6% | -3.7% | -3.9% | -2.2% |
| 30D | -13.6% | -12.8% | -0.9% | +6.0% |
| 3M | +2.8% | -7.9% | +10.8% | +13.3% |
| 6M | +34.5% | -7.5% | +42.0% | +45.9% |
| YTD | +41.0% | -11.6% | +52.7% | +59.1% |
| 1Y | +52.0% | -14.3% | +66.3% | +81.0% |
| 3Y | +103.5% | +18.5% | +85.0% | +44.7% |
| 5Y | -22.5% | +46.8% | -69.3% | -57.2% |
| All | -22.5% | +47.2% | -69.7% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling