-76.5%
THM vs VOO
+795.4%
-871.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.3% | -11.0% | -11.1% |
| 7D | -21.7% | -0.6% | -21.1% | -20.6% |
| 30D | -41.3% | -3.6% | -37.6% | -39.4% |
| 3M | -47.2% | -2.7% | -44.5% | -45.7% |
| 6M | -44.5% | +2.2% | -46.7% | -44.0% |
| YTD | -24.2% | +10.9% | -35.1% | -26.0% |
| 1Y | -22.5% | +11.3% | -33.9% | -24.3% |
| 3Y | +281.1% | +76.9% | +204.2% | +207.8% |
| 5Y | +93.2% | +73.5% | +19.6% | +55.6% |
| 10Y | +101.4% | +307.7% | -206.3% | +21.9% |
| All | -76.5% | +795.4% | -871.9% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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