+98.2%
TH vs VT
+151.7%
-53.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +5.2% | +0.4% | +4.8% | +4.7% |
| 30D | +23.9% | +1.0% | +22.9% | +22.5% |
| 3M | +16.1% | +2.4% | +13.7% | +13.0% |
| 6M | +142.5% | +12.0% | +130.5% | +111.2% |
| YTD | +143.7% | +15.3% | +128.4% | +104.5% |
| 1Y | +124.6% | +22.6% | +102.0% | +75.3% |
| 3Y | +22.2% | +74.7% | -52.5% | -39.7% |
| 5Y | +371.5% | +66.1% | +305.4% | +141.6% |
| All | +98.2% | +151.7% | -53.5% | -43.2% |
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