+1,213.1%
TNA vs VYM
+758.6%
+454.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -1.3% |
| 7D | -7.3% | -0.8% | -6.5% | -4.5% |
| 30D | -14.2% | -2.2% | -11.9% | -6.7% |
| 3M | -4.6% | +3.1% | -7.6% | -14.1% |
| 6M | +36.9% | +9.7% | +27.2% | +1.3% |
| YTD | +42.5% | +14.9% | +27.7% | -9.4% |
| 1Y | +45.8% | +17.6% | +28.2% | -12.4% |
| 3Y | +104.7% | +65.3% | +39.3% | -53.4% |
| 5Y | -21.7% | +78.7% | -100.4% | -82.2% |
| 10Y | +83.8% | +208.2% | -124.4% | -88.4% |
| All | +1,213.1% | +758.6% | +454.5% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling