-51.4%
VG vs TNA
+18.5%
-69.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -22.0% | -7.0% | -15.0% | -21.1% |
| 30D | -11.6% | -6.4% | -5.2% | -10.9% |
| 3M | -14.9% | -25.7% | +10.8% | -10.4% |
| 6M | -3.5% | -19.7% | +16.2% | -2.3% |
| YTD | +70.0% | +18.3% | +51.7% | +41.9% |
| 1Y | +50.0% | +24.6% | +25.4% | +20.8% |
| All | -51.4% | +18.5% | -69.9% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling