+1,693.2%
VUG vs TNA
+990.0%
+703.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.9% | +4.1% | -3.2% | -0.1% |
| 30D | -1.4% | -7.6% | +6.2% | +0.4% |
| 3M | +2.3% | +8.1% | -5.8% | +0.1% |
| 6M | +15.7% | +49.0% | -33.3% | +3.8% |
| YTD | +8.6% | +51.7% | -43.1% | -3.6% |
| 1Y | +14.1% | +59.6% | -45.6% | -1.1% |
| 3Y | +87.9% | +118.9% | -31.0% | +38.5% |
| 5Y | +76.3% | -19.2% | +95.5% | +52.1% |
| 10Y | +409.7% | +77.2% | +332.4% | +188.3% |
| All | +1,693.2% | +990.0% | +703.3% | +346.6% |
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