+14.6%
TH vs VT
+146.2%
-131.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | +1.7% | -23.8% | -24.1% |
| 7D | -20.0% | -0.3% | -19.7% | -20.1% |
| 30D | -40.3% | -1.4% | -38.9% | -39.4% |
| 3M | -29.4% | -1.4% | -28.0% | -28.4% |
| 6M | -25.5% | +5.5% | -30.9% | -30.3% |
| YTD | +40.9% | +12.8% | +28.1% | +21.0% |
| 1Y | +52.8% | +15.4% | +37.3% | +27.9% |
| 3Y | -17.3% | +76.9% | -94.2% | -60.0% |
| 5Y | +172.7% | +60.4% | +112.3% | +46.3% |
| All | +14.6% | +146.2% | -131.6% | -66.4% |
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