-100.0%
TANH vs VT
+228.5%
-328.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | 0.0% | +13.9% | +13.9% |
| 7D | +28.6% | +0.4% | +28.2% | +28.4% |
| 30D | +5.7% | +1.0% | +4.7% | +5.2% |
| 3M | +2.9% | +2.4% | +0.5% | +1.2% |
| 6M | -47.3% | +12.0% | -59.3% | -51.6% |
| YTD | -56.3% | +15.3% | -71.6% | -60.5% |
| 1Y | -79.1% | +22.6% | -101.7% | -81.8% |
| 3Y | -99.5% | +74.7% | -174.2% | -99.6% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +228.5% | -328.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling