-100.0%
TNON vs VT
+81.0%
-181.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -7.9% | -0.1% | -7.8% | -7.2% |
| 30D | -49.0% | -3.1% | -45.9% | -46.8% |
| 3M | -71.2% | -3.5% | -67.7% | -69.8% |
| 6M | -93.2% | +0.5% | -93.7% | -93.2% |
| YTD | -94.8% | +10.8% | -105.6% | -95.4% |
| 1Y | -95.9% | +11.9% | -107.8% | -96.4% |
| 3Y | -99.7% | +73.0% | -172.7% | -99.9% |
| All | -100.0% | +81.0% | -181.0% | -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