+23.9%
TLH vs VOO
+798.5%
-774.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.3% |
| 7D | +0.3% | +0.1% | +0.3% | +0.4% |
| 30D | +4.3% | -3.3% | +7.6% | +3.8% |
| 3M | -0.1% | -2.4% | +2.3% | -0.5% |
| 6M | -2.2% | +2.6% | -4.8% | -1.8% |
| YTD | -2.1% | +11.3% | -13.4% | -0.5% |
| 1Y | -2.9% | +13.4% | -16.4% | -1.0% |
| 3Y | +11.4% | +80.3% | -68.9% | +23.0% |
| 5Y | -23.2% | +72.7% | -95.9% | -16.1% |
| 10Y | -6.7% | +310.0% | -316.8% | +30.9% |
| All | +23.9% | +798.5% | -774.6% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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