+224.6%
VT vs TNA
+55.3%
+169.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | +0.6% |
| 7D | -0.7% | -2.1% | +1.5% | -0.4% |
| 30D | -1.7% | +3.1% | -4.8% | -2.8% |
| 3M | -2.3% | -20.2% | +17.9% | +2.1% |
| 6M | +1.5% | -10.0% | +11.5% | +2.7% |
| YTD | +12.0% | +30.3% | -18.3% | +3.4% |
| 1Y | +12.9% | +31.1% | -18.2% | +3.5% |
| 3Y | +74.9% | +149.4% | -74.4% | +27.3% |
| 5Y | +59.9% | -42.5% | +102.4% | +48.4% |
| 10Y | +224.6% | +46.7% | +177.9% | +96.3% |
| All | +224.6% | +55.3% | +169.4% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling