-100.0%
TANH price history and return analytics
+229.8%
-329.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.9% | -14.7% | -14.5% |
| 7D | -6.5% | -1.1% | -5.4% | -5.9% |
| 30D | +2.0% | -1.0% | +3.0% | +2.8% |
| 3M | -14.6% | +3.2% | -17.8% | -16.6% |
| 6M | -60.3% | +12.5% | -72.8% | -64.0% |
| YTD | -59.1% | +14.1% | -73.2% | -63.1% |
| 1Y | -80.0% | +18.9% | -98.9% | -82.4% |
| 3Y | -99.5% | +74.1% | -173.6% | -99.6% |
| 5Y | -100.0% | +66.9% | -166.9% | -100.0% |
| All | -100.0% | +229.8% | -329.8% | -100.0% |
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 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