+202.5%
THM vs VT
+69.4%
+133.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.5% | -4.1% | -26.4% | -22.7% |
| 7D | -40.7% | -4.2% | -36.5% | -33.8% |
| 30D | -48.1% | -5.8% | -42.3% | -40.1% |
| 3M | -42.9% | -5.2% | -37.7% | -34.5% |
| 6M | -46.5% | +0.1% | -46.6% | -42.6% |
| YTD | -34.9% | +8.2% | -43.2% | -36.3% |
| 1Y | -24.4% | +10.1% | -34.5% | -27.2% |
| All | +202.5% | +69.4% | +133.1% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling