+68.1%
THM vs VT
+214.8%
-146.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.5% | -4.1% | -26.4% | -27.1% |
| 7D | -40.7% | -4.2% | -36.5% | -37.7% |
| 30D | -48.1% | -5.8% | -42.3% | -44.6% |
| 3M | -42.9% | -5.2% | -37.7% | -39.2% |
| 6M | -46.5% | +0.1% | -46.6% | -44.7% |
| YTD | -34.9% | +8.2% | -43.2% | -35.5% |
| 1Y | -24.4% | +10.1% | -34.5% | -25.7% |
| 3Y | +210.3% | +69.7% | +140.6% | +138.1% |
| 5Y | +70.4% | +53.4% | +17.0% | +35.0% |
| All | +68.1% | +214.8% | -146.7% | +3.5% |
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