-100.0%
TANH vs VT
+226.9%
-326.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -0.9% | +20.1% | +19.9% |
| 7D | +23.6% | -2.0% | +25.6% | +25.3% |
| 30D | +13.3% | -1.4% | +14.7% | +14.6% |
| 3M | -7.1% | +4.7% | -11.8% | -10.2% |
| 6M | -37.6% | +11.4% | -49.0% | -42.9% |
| YTD | -52.5% | +13.1% | -65.6% | -56.9% |
| 1Y | -77.7% | +19.0% | -96.7% | -80.4% |
| 3Y | -99.4% | +73.9% | -173.4% | -99.6% |
| 5Y | -100.0% | +65.4% | -165.4% | -100.0% |
| All | -100.0% | +226.9% | -326.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling