+9.4%
VG vs TNA
+59.1%
-49.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.5% | +2.0% |
| 7D | -2.5% | +4.1% | -6.6% | -1.9% |
| 30D | +11.1% | -7.6% | +18.7% | +10.1% |
| 3M | +14.9% | +8.1% | +6.8% | +15.9% |
| 6M | +18.4% | +49.0% | -30.7% | +16.2% |
| YTD | +116.6% | +51.7% | +64.9% | +105.9% |
| 1Y | +9.4% | +59.6% | -50.3% | +9.0% |
| All | +9.4% | +59.1% | -49.8% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling