+16.3%
THO vs VT
+224.4%
-208.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -3.1% |
| 7D | -7.4% | -0.7% | -6.7% | -6.7% |
| 30D | +23.5% | -1.7% | +25.2% | +26.2% |
| 3M | -2.9% | -2.3% | -0.6% | +0.1% |
| 6M | +6.5% | +1.5% | +5.0% | +3.3% |
| YTD | -21.6% | +12.0% | -33.7% | -34.1% |
| 1Y | -21.0% | +12.9% | -33.9% | -34.3% |
| 3Y | -8.2% | +74.9% | -83.2% | -59.8% |
| 5Y | -22.0% | +59.9% | -81.9% | -60.2% |
| 10Y | +16.3% | +224.6% | -208.3% | -78.6% |
| All | +16.3% | +224.4% | -208.1% | -78.6% |
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