+3,564.7%
VGT vs TNA
+913.2%
+2,651.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.2% |
| 7D | -1.0% | -7.6% | +6.6% | +1.0% |
| 30D | -0.4% | -13.6% | +13.2% | +3.4% |
| 3M | +6.6% | +2.8% | +3.8% | +5.6% |
| 6M | +31.0% | +34.5% | -3.5% | +20.0% |
| YTD | +27.2% | +41.0% | -13.8% | +14.4% |
| 1Y | +34.5% | +52.0% | -17.6% | +17.4% |
| 3Y | +123.1% | +103.5% | +19.7% | +65.5% |
| 5Y | +135.1% | -22.5% | +157.6% | +105.5% |
| 10Y | +803.4% | +81.9% | +721.5% | +399.0% |
| All | +3,564.7% | +913.2% | +2,651.5% | +778.3% |
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