+5.2%
VUG vs TNA
+37.5%
-32.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +0.5% |
| 7D | -3.0% | +2.4% | -5.4% | -3.6% |
| 30D | -6.4% | -0.9% | -5.5% | -6.4% |
| 3M | -3.2% | -19.2% | +16.0% | +1.4% |
| 6M | +3.1% | -0.8% | +4.0% | +2.5% |
| YTD | +6.3% | +33.2% | -26.9% | -2.3% |
| 1Y | +5.2% | +38.5% | -33.3% | -4.5% |
| All | +5.2% | +37.5% | -32.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling