+318.0%
THFF vs VT
+345.0%
-27.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | +0.8% |
| 7D | -1.2% | -4.2% | +3.0% | +3.1% |
| 30D | +3.0% | -5.8% | +8.8% | +9.1% |
| 3M | -7.0% | -5.2% | -1.7% | -2.1% |
| 6M | +14.8% | +0.1% | +14.7% | +13.7% |
| YTD | +30.0% | +8.2% | +21.8% | +18.7% |
| 1Y | +41.3% | +10.1% | +31.1% | +26.7% |
| 3Y | +139.5% | +69.7% | +69.8% | +38.9% |
| 5Y | +100.7% | +53.4% | +47.4% | +24.7% |
| 10Y | +167.6% | +219.2% | -51.7% | -24.8% |
| All | +318.0% | +345.0% | -27.0% | -22.8% |
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