+102.0%
TLPH vs VT
+69.4%
+32.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -0.2% |
| 7D | -5.6% | -4.2% | -1.4% | -2.0% |
| 30D | -9.0% | -5.8% | -3.2% | -4.1% |
| 3M | -25.2% | -5.2% | -19.9% | -21.7% |
| 6M | +12.2% | +0.1% | +12.1% | +11.7% |
| YTD | -11.4% | +8.2% | -19.6% | -17.7% |
| 1Y | -20.5% | +10.1% | -30.6% | -27.0% |
| All | +102.0% | +69.4% | +32.6% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling