-98.7%
TLPH vs VT
+363.6%
-462.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -11.1% | +1.0% | -12.1% | -12.0% |
| 3M | +50.0% | +2.4% | +47.6% | +46.6% |
| 6M | +31.9% | +12.0% | +19.9% | +18.7% |
| YTD | +5.3% | +15.3% | -10.1% | -8.1% |
| 1Y | +130.8% | +22.6% | +108.2% | +91.9% |
| 3Y | +16.5% | +74.7% | -58.2% | -30.9% |
| 5Y | -94.3% | +66.1% | -160.4% | -96.4% |
| 10Y | -98.1% | +225.0% | -323.1% | -99.3% |
| All | -98.7% | +363.6% | -462.3% | -99.5% |
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