+8.7%
THM vs VT
+15.2%
-6.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -8.6% |
| 7D | -15.5% | -0.3% | -15.2% | -14.5% |
| 30D | -28.4% | -1.4% | -27.0% | -24.6% |
| 3M | -8.4% | -1.4% | -7.0% | -3.3% |
| 6M | -25.0% | +5.5% | -30.5% | -33.6% |
| YTD | -6.5% | +12.8% | -19.3% | -27.7% |
| 1Y | +8.7% | +15.4% | -6.7% | -21.2% |
| All | +8.7% | +15.2% | -6.5% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling