-98.4%
TLPH price history and return analytics
+217.6%
-316.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | -2.8% | -3.1% | +0.3% | +0.7% |
| 3M | -25.5% | -3.5% | -22.0% | -22.7% |
| 6M | +16.7% | +0.5% | +16.2% | +15.7% |
| YTD | -7.9% | +10.8% | -18.7% | -18.3% |
| 1Y | -17.3% | +11.9% | -29.2% | -27.3% |
| 3Y | +128.3% | +73.0% | +55.3% | +20.8% |
| 5Y | -93.5% | +58.6% | -152.1% | -96.2% |
| 10Y | -98.4% | +219.2% | -317.5% | -99.7% |
| All | -98.4% | +217.6% | -316.0% | -99.7% |
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 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