+421.3%
THC vs ITOT
+77.6%
+343.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.0% | +2.5% | -1.5% | -1.1% |
| 30D | +5.3% | -1.7% | +7.0% | +6.8% |
| 3M | +7.1% | -3.4% | +10.5% | +10.0% |
| 6M | +46.0% | +2.1% | +43.9% | +42.6% |
| YTD | +43.9% | +11.5% | +32.4% | +29.4% |
| 1Y | +45.4% | +13.6% | +31.8% | +28.5% |
| 3Y | +421.3% | +77.2% | +344.1% | +136.4% |
| All | +421.3% | +77.6% | +343.7% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling