-100.0%
TANH vs VOO
+338.6%
-438.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -0.6% | +19.9% | +19.7% |
| 7D | +23.6% | -2.0% | +25.6% | +25.1% |
| 30D | +13.3% | -1.7% | +15.0% | +14.6% |
| 3M | -7.1% | +4.7% | -11.8% | -9.8% |
| 6M | -37.6% | +12.6% | -50.2% | -42.5% |
| YTD | -52.5% | +11.8% | -64.3% | -55.9% |
| 1Y | -77.7% | +17.5% | -95.3% | -79.9% |
| 3Y | -99.4% | +77.0% | -176.4% | -99.6% |
| 5Y | -100.0% | +82.6% | -182.6% | -100.0% |
| 10Y | -100.0% | +320.0% | -420.0% | -100.0% |
| All | -100.0% | +338.6% | -438.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling