+681.0%
VT vs TNA
+749.6%
-68.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.4% |
| 7D | -2.3% | -7.0% | +4.7% | -0.8% |
| 30D | -5.0% | -6.4% | +1.5% | -3.8% |
| 3M | -4.9% | -25.7% | +20.8% | +1.5% |
| 6M | -1.5% | -19.7% | +18.2% | +2.5% |
| YTD | +8.5% | +18.3% | -9.8% | +1.8% |
| 1Y | +11.4% | +24.6% | -13.2% | +2.7% |
| 3Y | +70.1% | +112.8% | -42.8% | +25.4% |
| 5Y | +53.7% | -49.5% | +103.2% | +46.1% |
| 10Y | +220.0% | +76.4% | +143.6% | +70.1% |
| All | +681.0% | +749.6% | -68.6% | +70.2% |
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