-23.0%
TNA vs VYM
+77.5%
-100.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -1.6% |
| 7D | -7.3% | -0.8% | -6.5% | -4.2% |
| 30D | -14.2% | -2.2% | -11.9% | -5.8% |
| 3M | -4.6% | +3.1% | -7.6% | -15.3% |
| 6M | +36.9% | +9.7% | +27.2% | -2.7% |
| YTD | +42.5% | +14.9% | +27.7% | -14.6% |
| 1Y | +45.8% | +17.6% | +28.2% | -18.3% |
| 3Y | +104.7% | +65.3% | +39.3% | -61.9% |
| All | -23.0% | +77.5% | -100.5% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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