+78.6%
TNA vs VT
+222.7%
-144.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.8% |
| 7D | -0.1% | +0.4% | -0.5% | -1.6% |
| 30D | -4.9% | +1.0% | -5.9% | -7.8% |
| 3M | +0.4% | +2.4% | -2.0% | -6.4% |
| 6M | +32.5% | +12.0% | +20.5% | -7.1% |
| YTD | +53.7% | +15.3% | +38.4% | -1.8% |
| 1Y | +65.1% | +22.6% | +42.5% | -12.4% |
| 3Y | +98.4% | +74.7% | +23.8% | -61.0% |
| 5Y | -22.5% | +66.1% | -88.6% | -75.3% |
| All | +78.6% | +222.7% | -144.2% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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