+1,316.1%
TNA vs VMC
+527.3%
+788.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.5% |
| 7D | -0.1% | -4.3% | +4.2% | +5.7% |
| 30D | -4.9% | -8.2% | +3.3% | +5.9% |
| 3M | +0.4% | -7.0% | +7.4% | +8.0% |
| 6M | +32.5% | -10.8% | +43.3% | +50.9% |
| YTD | +53.7% | -7.4% | +61.1% | +63.9% |
| 1Y | +65.1% | -9.5% | +74.6% | +82.2% |
| 3Y | +98.4% | +20.5% | +78.0% | +62.4% |
| 5Y | -22.5% | +51.6% | -74.0% | -46.3% |
| 10Y | +82.5% | +150.0% | -67.5% | -24.6% |
| All | +1,316.1% | +527.3% | +788.8% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling