+295.2%
THG vs VT
+221.8%
+73.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.2% | +2.4% | -0.1% | +0.5% |
| 30D | +9.8% | -1.5% | +11.3% | +10.6% |
| 3M | +11.7% | -4.1% | +15.8% | +14.6% |
| 6M | +32.3% | +0.6% | +31.8% | +30.3% |
| YTD | +37.8% | +11.0% | +26.8% | +25.5% |
| 1Y | +38.9% | +13.3% | +25.6% | +24.4% |
| 3Y | +132.8% | +73.4% | +59.4% | +46.8% |
| 5Y | +119.3% | +57.4% | +61.9% | +48.7% |
| All | +295.2% | +221.8% | +73.4% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling