+29.9%
TNC vs VT
+221.4%
-191.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +6.1% | +1.0% | +5.1% | +5.0% |
| 30D | -0.1% | -0.2% | +0.1% | +0.1% |
| 3M | -13.5% | +4.5% | -18.1% | -17.6% |
| 6M | +20.5% | +14.1% | +6.4% | +4.7% |
| YTD | +1.0% | +14.8% | -13.8% | -13.2% |
| 1Y | -9.2% | +21.2% | -30.4% | -26.4% |
| 3Y | -2.0% | +76.6% | -78.6% | -47.3% |
| 5Y | +5.5% | +66.6% | -61.1% | -39.5% |
| 10Y | +29.9% | +222.3% | -192.4% | -64.8% |
| All | +29.9% | +221.4% | -191.5% | -64.8% |
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