-100.0%
TNON vs VT
+88.5%
-188.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -25.6% | +0.4% | -26.0% | -26.1% |
| 30D | -44.6% | +1.0% | -45.6% | -45.3% |
| 3M | -83.3% | +2.4% | -85.6% | -83.8% |
| 6M | -86.3% | +12.0% | -98.3% | -88.0% |
| YTD | -88.8% | +15.3% | -104.2% | -90.6% |
| 1Y | -90.8% | +22.6% | -113.3% | -92.7% |
| 3Y | -99.5% | +74.7% | -174.2% | -99.7% |
| All | -100.0% | +88.5% | -188.5% | -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