-98.9%
TLPH vs VT
+335.1%
-434.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | 0.0% |
| 7D | -5.6% | -4.2% | -1.4% | -1.8% |
| 30D | -9.0% | -5.8% | -3.2% | -3.8% |
| 3M | -25.2% | -5.2% | -19.9% | -21.5% |
| 6M | +12.2% | +0.1% | +12.1% | +11.7% |
| YTD | -11.4% | +8.2% | -19.6% | -17.9% |
| 1Y | -20.5% | +10.1% | -30.6% | -27.3% |
| 3Y | +94.2% | +69.7% | +24.6% | +18.2% |
| 5Y | -94.1% | +53.4% | -147.5% | -96.1% |
| 10Y | -98.1% | +219.2% | -317.3% | -99.3% |
| All | -98.9% | +335.1% | -434.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling