-22.5%
TNA vs VO
+40.2%
-62.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | +0.2% |
| 7D | -7.6% | -2.5% | -5.1% | +1.1% |
| 30D | -13.6% | -3.2% | -10.4% | -2.7% |
| 3M | +2.8% | +3.9% | -1.1% | -9.0% |
| 6M | +34.5% | +9.6% | +24.9% | +2.1% |
| YTD | +41.0% | +11.6% | +29.4% | +2.4% |
| 1Y | +52.0% | +12.6% | +39.4% | +10.4% |
| 3Y | +103.5% | +55.4% | +48.1% | -34.5% |
| 5Y | -22.5% | +41.8% | -64.4% | -52.4% |
| All | -22.5% | +40.2% | -62.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling