-35.7%
VG vs TNA
+45.8%
-81.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.1% | +7.9% | +4.6% |
| 7D | +3.8% | -3.6% | +7.4% | +4.5% |
| 30D | +7.2% | -10.1% | +17.3% | +9.3% |
| 3M | +22.8% | +2.7% | +20.1% | +19.7% |
| 6M | +33.2% | +38.4% | -5.2% | +12.1% |
| YTD | +124.8% | +45.4% | +79.4% | +81.0% |
| 1Y | +15.8% | +55.9% | -40.1% | -10.8% |
| All | -35.7% | +45.8% | -81.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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