-98.1%
TLPH vs VT
+224.5%
-322.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -11.1% | +1.0% | -12.1% | -12.2% |
| 3M | +50.0% | +2.4% | +47.6% | +45.8% |
| 6M | +31.9% | +12.0% | +19.9% | +15.9% |
| YTD | +5.3% | +15.3% | -10.1% | -10.9% |
| 1Y | +130.8% | +22.6% | +108.2% | +83.8% |
| 3Y | +16.5% | +74.7% | -58.2% | -39.4% |
| 5Y | -94.3% | +66.1% | -160.4% | -96.8% |
| All | -98.1% | +224.5% | -322.5% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling