+1,644.1%
THC vs ITOT
+287.5%
+1,356.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +1.0% | +2.5% | -1.5% | -2.4% |
| 30D | +5.3% | -1.7% | +7.0% | +7.6% |
| 3M | +7.1% | -3.4% | +10.5% | +11.7% |
| 6M | +46.0% | +2.1% | +43.9% | +40.2% |
| YTD | +43.9% | +11.5% | +32.4% | +21.5% |
| 1Y | +45.4% | +13.6% | +31.8% | +19.6% |
| 3Y | +421.3% | +77.2% | +344.1% | +117.6% |
| 5Y | +261.5% | +64.4% | +197.1% | +71.8% |
| All | +1,644.1% | +287.5% | +1,356.6% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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