+297.1%
THRM vs VT
+345.0%
-47.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | +0.5% |
| 7D | -8.0% | -4.2% | -3.8% | -2.7% |
| 30D | -4.4% | -5.8% | +1.4% | +3.5% |
| 3M | -28.9% | -5.2% | -23.7% | -23.5% |
| 6M | -2.7% | +0.1% | -2.8% | -3.0% |
| YTD | -18.5% | +8.2% | -26.8% | -26.5% |
| 1Y | -20.0% | +10.1% | -30.1% | -29.3% |
| 3Y | -33.0% | +69.7% | -102.7% | -66.4% |
| 5Y | -64.5% | +53.4% | -117.9% | -79.2% |
| 10Y | +7.9% | +219.2% | -211.3% | -75.5% |
| All | +297.1% | +345.0% | -47.9% | -27.9% |
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