+1,316.1%
TNA vs VO
+994.0%
+322.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +1.4% |
| 7D | -0.1% | -0.3% | +0.2% | +0.8% |
| 30D | -4.9% | -0.3% | -4.6% | -3.6% |
| 3M | +0.4% | +2.9% | -2.6% | -7.2% |
| 6M | +32.5% | +9.3% | +23.2% | +4.0% |
| YTD | +53.7% | +14.2% | +39.5% | +6.2% |
| 1Y | +65.1% | +15.3% | +49.9% | +14.2% |
| 3Y | +98.4% | +56.2% | +42.2% | -32.4% |
| 5Y | -22.5% | +42.4% | -64.9% | -50.6% |
| 10Y | +82.5% | +194.7% | -112.2% | -75.0% |
| All | +1,316.1% | +994.0% | +322.0% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling