+207.3%
TNC vs VT
+346.0%
-138.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.6% |
| 7D | +7.6% | -2.3% | +9.9% | +10.4% |
| 30D | +8.5% | -5.0% | +13.5% | +14.7% |
| 3M | -6.6% | -4.9% | -1.7% | -1.5% |
| 6M | -17.4% | -1.5% | -15.8% | -16.2% |
| YTD | -1.7% | +8.5% | -10.2% | -11.2% |
| 1Y | -2.3% | +11.4% | -13.7% | -14.4% |
| 3Y | -9.6% | +70.1% | -79.7% | -51.4% |
| 5Y | -8.3% | +53.7% | -62.0% | -45.1% |
| 10Y | +25.9% | +220.0% | -194.0% | -67.7% |
| All | +207.3% | +346.0% | -138.7% | -49.5% |
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