-98.1%
THRY vs VT
+149.5%
-247.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.0% |
| 7D | +1.6% | -0.3% | +1.9% | +1.8% |
| 30D | -12.8% | -1.4% | -11.3% | -12.1% |
| 3M | -56.2% | -1.4% | -54.8% | -55.8% |
| 6M | -65.0% | +5.5% | -70.4% | -66.3% |
| YTD | -78.5% | +12.8% | -91.3% | -80.1% |
| 1Y | -80.3% | +15.4% | -95.7% | -82.0% |
| 3Y | -93.0% | +76.9% | -169.9% | -94.6% |
| 5Y | -95.9% | +60.4% | -156.3% | -96.9% |
| All | -98.1% | +149.5% | -247.6% | -98.5% |
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