+62.1%
THM vs VT
+371.8%
-309.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +3.3% | +1.0% | +2.3% | +2.6% |
| 30D | +7.4% | -0.2% | +7.6% | +7.7% |
| 3M | +17.0% | +4.5% | +12.4% | +14.2% |
| 6M | -18.7% | +14.1% | -32.7% | -24.4% |
| YTD | +33.3% | +14.8% | +18.6% | +24.4% |
| 1Y | +56.0% | +21.2% | +34.8% | +41.1% |
| 3Y | +588.9% | +76.6% | +512.3% | +393.5% |
| 5Y | +195.2% | +66.6% | +128.6% | +119.3% |
| 10Y | +163.8% | +222.3% | -58.4% | +26.8% |
| All | +62.1% | +371.8% | -309.7% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling