+102.5%
TNA vs VO
+54.6%
+47.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | +0.5% |
| 7D | -7.6% | -2.5% | -5.1% | +2.0% |
| 30D | -13.6% | -3.2% | -10.4% | -1.6% |
| 3M | +2.8% | +3.9% | -1.1% | -10.4% |
| 6M | +34.5% | +9.6% | +24.9% | -1.5% |
| YTD | +41.0% | +11.6% | +29.4% | -2.0% |
| 1Y | +52.0% | +12.6% | +39.4% | +5.3% |
| All | +102.5% | +54.6% | +47.8% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling