-99.8%
TNMG vs VT
+77.5%
-177.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -6.2% | +0.4% | -6.7% | -6.6% |
| 30D | -20.5% | +1.0% | -21.5% | -21.2% |
| 3M | -29.2% | +2.4% | -31.6% | -30.6% |
| 6M | -85.0% | +12.0% | -97.0% | -86.1% |
| YTD | -84.0% | +15.3% | -99.3% | -85.4% |
| 1Y | -93.2% | +22.6% | -115.8% | -94.0% |
| 3Y | -99.8% | +74.7% | -174.5% | -99.8% |
| All | -99.8% | +77.5% | -177.3% | -99.8% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling