+13.6%
THO vs VT
+224.5%
-210.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | -0.1% | +0.4% | -0.6% | -0.7% |
| 30D | -3.2% | +1.0% | -4.2% | -4.5% |
| 3M | +3.5% | +2.4% | +1.1% | -0.4% |
| 6M | -14.2% | +12.0% | -26.2% | -27.5% |
| YTD | -23.7% | +15.3% | -39.0% | -38.2% |
| 1Y | -29.5% | +22.6% | -52.1% | -47.8% |
| 3Y | -24.1% | +74.7% | -98.7% | -66.3% |
| 5Y | -25.4% | +66.1% | -91.5% | -64.0% |
| All | +13.6% | +224.5% | -210.9% | -77.1% |
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 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