-100.0%
TNON vs VT
+77.3%
-177.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -20.0% | -2.3% | -17.7% | -17.5% |
| 30D | -53.1% | -5.0% | -48.2% | -50.1% |
| 3M | -72.1% | -4.9% | -67.2% | -70.4% |
| 6M | -93.7% | -1.5% | -92.2% | -93.6% |
| YTD | -95.1% | +8.5% | -103.6% | -95.5% |
| 1Y | -95.9% | +11.4% | -107.3% | -96.4% |
| 3Y | -99.7% | +70.1% | -169.8% | -99.8% |
| All | -100.0% | +77.3% | -177.3% | -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 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