+137.9%
VGT vs TNA
-23.3%
+161.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -0.2% | -7.3% | +7.1% | +2.1% |
| 30D | -0.4% | -14.2% | +13.7% | +4.1% |
| 3M | +4.4% | -4.6% | +9.0% | +5.7% |
| 6M | +32.1% | +36.9% | -4.9% | +19.0% |
| YTD | +28.8% | +42.5% | -13.8% | +14.0% |
| 1Y | +35.3% | +45.8% | -10.4% | +17.7% |
| 3Y | +124.8% | +104.7% | +20.1% | +58.7% |
| All | +137.9% | -23.3% | +161.2% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling