-98.4%
TLPH vs VT
+224.4%
-322.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.8% |
| 30D | -2.8% | -1.7% | -1.0% | -0.8% |
| 3M | -28.6% | -2.3% | -26.3% | -26.9% |
| 6M | +20.7% | +1.5% | +19.2% | +18.3% |
| YTD | -7.9% | +12.0% | -19.9% | -19.4% |
| 1Y | -18.6% | +12.9% | -31.5% | -29.2% |
| 3Y | +128.3% | +74.9% | +53.3% | +19.2% |
| 5Y | -93.4% | +59.9% | -153.4% | -96.2% |
| 10Y | -98.4% | +224.6% | -323.0% | -99.7% |
| All | -98.4% | +224.4% | -322.7% | -99.7% |
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