+78.5%
VUG vs TNA
-23.3%
+101.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.6% |
| 7D | -0.5% | -7.3% | +6.8% | +1.5% |
| 30D | -1.0% | -14.2% | +13.2% | +3.0% |
| 3M | +3.5% | -4.6% | +8.1% | +4.4% |
| 6M | +14.2% | +36.9% | -22.7% | +3.6% |
| YTD | +8.5% | +42.5% | -34.1% | -3.3% |
| 1Y | +12.9% | +45.8% | -32.9% | -1.1% |
| 3Y | +85.6% | +104.7% | -19.0% | +32.8% |
| All | +78.5% | -23.3% | +101.8% | +49.9% |
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