-100.0%
TANH vs VOO
+82.8%
-182.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.8% | -14.7% | -14.5% |
| 7D | -6.5% | -0.8% | -5.7% | -6.1% |
| 30D | +2.0% | -1.1% | +3.1% | +2.8% |
| 3M | -14.6% | +3.9% | -18.5% | -17.0% |
| 6M | -60.3% | +13.6% | -73.9% | -64.1% |
| YTD | -59.1% | +12.7% | -71.8% | -62.7% |
| 1Y | -80.0% | +17.6% | -97.5% | -82.2% |
| 3Y | -99.5% | +77.3% | -176.8% | -99.6% |
| All | -100.0% | +82.8% | -182.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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