-39.3%
VG vs TNA
+54.1%
-93.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.7% | -0.1% | +1.8% | +1.6% |
| 30D | +16.0% | -4.9% | +20.9% | +16.9% |
| 3M | +9.7% | +0.4% | +9.3% | +8.0% |
| 6M | +29.6% | +32.5% | -3.0% | +12.3% |
| YTD | +112.0% | +53.7% | +58.3% | +68.9% |
| 1Y | +12.8% | +65.1% | -52.3% | -14.1% |
| All | -39.3% | +54.1% | -93.4% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling