-44.6%
VG vs TNA
+23.0%
-67.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +14.0% | +3.7% | +10.2% | +13.0% |
| 30D | -1.0% | +4.4% | -5.4% | -2.4% |
| 3M | -2.7% | -26.7% | +24.0% | +2.7% |
| 6M | +1.5% | -12.8% | +14.3% | +0.6% |
| YTD | +93.7% | +22.7% | +71.0% | +60.3% |
| 1Y | +68.5% | +35.7% | +32.9% | +31.4% |
| All | -44.6% | +23.0% | -67.5% | -53.4% |
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 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