-100.0%
TANH vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +58.0% | -0.5% | +58.5% | +58.3% |
| 7D | +108.7% | -0.1% | +108.9% | +109.9% |
| 30D | +79.7% | -3.1% | +82.7% | +83.0% |
| 3M | +42.8% | -3.5% | +46.3% | +45.8% |
| 6M | +72.2% | +0.5% | +71.7% | +70.5% |
| YTD | -38.9% | +10.8% | -49.7% | -43.6% |
| 1Y | -45.9% | +11.9% | -57.8% | -50.4% |
| 3Y | -99.4% | +73.0% | -172.4% | -99.6% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +215.5% | -315.5% | -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