-99.5%
TANH vs VT
+76.6%
-176.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -0.5% | -13.6% | -13.4% |
| 7D | +10.5% | +1.0% | +9.5% | +9.5% |
| 30D | -11.2% | -0.2% | -10.9% | -10.5% |
| 3M | -23.5% | +4.5% | -28.0% | -27.7% |
| 6M | -52.3% | +14.1% | -66.4% | -60.8% |
| YTD | -62.4% | +14.8% | -77.2% | -69.2% |
| 1Y | -81.6% | +21.2% | -102.8% | -86.0% |
| 3Y | -99.5% | +76.6% | -176.1% | -99.8% |
| All | -99.5% | +76.6% | -176.1% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling