-100.0%
TNON vs VT
+82.0%
-182.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.2% |
| 7D | +9.1% | +2.9% | +6.3% | +5.9% |
| 30D | -38.1% | -2.5% | -35.6% | -35.8% |
| 3M | -68.3% | -3.3% | -64.9% | -66.7% |
| 6M | -93.7% | +1.5% | -95.2% | -93.8% |
| YTD | -94.6% | +11.4% | -106.0% | -95.3% |
| 1Y | -96.0% | +11.9% | -107.9% | -96.5% |
| 3Y | -99.7% | +73.9% | -173.6% | -99.9% |
| All | -100.0% | +82.0% | -182.0% | -100.0% |
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