+73.8%
THNQ vs VT
+57.0%
+16.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.7% |
| 7D | +5.3% | +2.4% | +3.0% | +1.6% |
| 30D | -10.7% | -1.5% | -9.2% | -7.8% |
| 3M | -12.7% | -4.1% | -8.6% | -5.8% |
| 6M | +2.8% | +0.6% | +2.2% | +3.6% |
| YTD | +29.7% | +11.0% | +18.7% | +12.3% |
| 1Y | +29.4% | +13.3% | +16.1% | +8.6% |
| 3Y | +132.5% | +73.4% | +59.1% | +2.2% |
| All | +73.8% | +57.0% | +16.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling