+365.9%
TH vs VT
+66.2%
+299.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | +23.9% | +1.0% | +22.9% | +23.2% |
| 3M | +16.1% | +2.4% | +13.7% | +14.6% |
| 6M | +142.5% | +12.0% | +130.5% | +126.5% |
| YTD | +143.7% | +15.3% | +128.4% | +123.7% |
| 1Y | +124.6% | +22.6% | +102.0% | +99.5% |
| 3Y | +22.2% | +74.7% | -52.5% | -9.3% |
| All | +365.9% | +66.2% | +299.7% | +265.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling