+76.5%
TNA vs VO
+200.3%
-123.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -1.5% |
| 7D | -7.3% | -1.5% | -5.7% | -2.3% |
| 30D | -14.2% | -3.0% | -11.1% | -4.6% |
| 3M | -4.6% | +2.8% | -7.4% | -12.2% |
| 6M | +36.9% | +10.9% | +26.0% | +1.5% |
| YTD | +42.5% | +12.5% | +30.1% | +2.7% |
| 1Y | +45.8% | +12.0% | +33.8% | +9.8% |
| 3Y | +104.7% | +56.3% | +48.4% | -32.0% |
| 5Y | -21.7% | +42.9% | -64.6% | -51.7% |
| All | +76.5% | +200.3% | -123.7% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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