+220.1%
TNC vs VT
+357.6%
-137.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.2% |
| 7D | +8.4% | +0.4% | +8.0% | +7.9% |
| 30D | +13.0% | -2.6% | +15.6% | +16.2% |
| 3M | +1.2% | -3.2% | +4.5% | +4.9% |
| 6M | -13.8% | +0.9% | -14.8% | -15.0% |
| YTD | +2.4% | +11.3% | -8.9% | -10.1% |
| 1Y | +1.6% | +14.0% | -12.4% | -13.2% |
| 3Y | -6.8% | +75.8% | -82.7% | -51.8% |
| 5Y | -4.4% | +57.8% | -62.2% | -44.4% |
| 10Y | +19.4% | +219.8% | -200.4% | -69.3% |
| All | +220.1% | +357.6% | -137.6% | -48.9% |
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