-50.0%
TNA vs VT
+53.4%
-103.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +1.9% |
| 7D | -7.0% | -2.3% | -4.7% | +1.9% |
| 30D | -6.4% | -5.0% | -1.5% | +13.5% |
| 3M | -25.7% | -4.9% | -20.8% | -9.8% |
| 6M | -19.7% | -1.5% | -18.2% | -12.6% |
| YTD | +18.3% | +8.5% | +9.8% | -6.7% |
| 1Y | +24.6% | +11.4% | +13.2% | -9.6% |
| 3Y | +112.8% | +70.1% | +42.8% | -57.5% |
| All | -50.0% | +53.4% | -103.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling