+136.8%
THM vs VT
+224.5%
-87.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | +18.4% | +1.0% | +17.4% | +17.7% |
| 3M | +0.8% | +2.4% | -1.6% | 0.0% |
| 6M | -24.2% | +12.0% | -36.2% | -29.0% |
| YTD | +34.9% | +15.3% | +19.6% | +24.9% |
| 1Y | +75.5% | +22.6% | +52.9% | +56.9% |
| 3Y | +578.4% | +74.7% | +503.7% | +393.7% |
| 5Y | +178.9% | +66.1% | +112.7% | +104.8% |
| All | +136.8% | +224.5% | -87.7% | +38.9% |
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