+989.4%
TNA vs VT
+635.3%
+354.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.0% |
| 7D | -7.0% | -2.3% | -4.7% | +1.3% |
| 30D | -6.4% | -5.0% | -1.5% | +11.8% |
| 3M | -25.7% | -4.9% | -20.8% | -11.0% |
| 6M | -19.7% | -1.5% | -18.2% | -12.6% |
| YTD | +18.3% | +8.5% | +9.8% | -3.4% |
| 1Y | +24.6% | +11.4% | +13.2% | -5.5% |
| 3Y | +112.8% | +70.1% | +42.8% | -48.9% |
| 5Y | -49.5% | +53.7% | -103.2% | -76.9% |
| 10Y | +76.4% | +220.0% | -143.6% | -83.4% |
| All | +989.4% | +635.3% | +354.1% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling