+462.8%
THO vs VT
+345.0%
+117.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | +2.1% |
| 7D | +11.8% | -4.2% | +16.0% | +17.6% |
| 30D | +22.7% | -5.8% | +28.5% | +31.5% |
| 3M | +4.4% | -5.2% | +9.6% | +11.2% |
| 6M | +11.0% | +0.1% | +10.9% | +10.3% |
| YTD | -17.7% | +8.2% | -25.9% | -25.4% |
| 1Y | -18.9% | +10.1% | -29.0% | -28.1% |
| 3Y | -9.9% | +69.7% | -79.6% | -51.9% |
| 5Y | -15.4% | +53.4% | -68.8% | -48.2% |
| 10Y | +34.1% | +219.2% | -185.1% | -60.7% |
| All | +462.8% | +345.0% | +117.8% | +16.3% |
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