-93.9%
TLPH vs VT
+53.4%
-147.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.7% |
| 7D | +1.9% | -2.3% | +4.3% | +4.3% |
| 30D | 0.0% | -5.0% | +5.0% | +5.2% |
| 3M | -26.6% | -4.9% | -21.7% | -23.0% |
| 6M | +20.7% | -1.5% | +22.2% | +22.2% |
| YTD | -7.9% | +8.5% | -16.4% | -15.6% |
| 1Y | -9.5% | +11.4% | -20.9% | -19.0% |
| 3Y | +110.0% | +70.1% | +39.9% | +21.5% |
| All | -93.9% | +53.4% | -147.3% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling