-61.9%
THRM vs VT
+53.4%
-115.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.8% |
| 7D | -4.8% | -2.3% | -2.5% | -1.8% |
| 30D | -3.0% | -5.0% | +2.0% | +3.9% |
| 3M | -22.3% | -4.9% | -17.4% | -16.6% |
| 6M | +1.7% | -1.5% | +3.3% | +3.8% |
| YTD | -13.7% | +8.5% | -22.1% | -22.5% |
| 1Y | -12.7% | +11.4% | -24.1% | -24.2% |
| 3Y | -31.9% | +70.1% | -101.9% | -67.1% |
| All | -61.9% | +53.4% | -115.3% | -78.7% |
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