-100.0%
TANH vs VT
+65.7%
-165.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.4% |
| 7D | +73.0% | -0.1% | +73.2% | +73.9% |
| 30D | -7.0% | -0.7% | -6.3% | -6.2% |
| 3M | -13.5% | +4.0% | -17.5% | -16.2% |
| 6M | -47.4% | +12.3% | -59.7% | -52.7% |
| YTD | -60.2% | +14.0% | -74.2% | -64.6% |
| 1Y | -80.9% | +20.3% | -101.2% | -83.6% |
| 3Y | -99.5% | +75.4% | -174.9% | -99.7% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +65.7% | -165.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling