+213.7%
VT vs THC
+1,421.6%
-1,208.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -2.3% | +3.7% | -6.0% | -2.8% |
| 30D | -5.0% | +9.0% | -14.0% | -6.1% |
| 3M | -4.9% | +10.4% | -15.3% | -6.3% |
| 6M | -1.5% | +45.7% | -47.2% | -7.1% |
| YTD | +8.5% | +42.6% | -34.1% | +2.2% |
| 1Y | +11.4% | +38.8% | -27.4% | +5.2% |
| 3Y | +70.1% | +418.8% | -348.8% | +31.1% |
| 5Y | +53.7% | +275.7% | -221.9% | +20.4% |
| All | +213.7% | +1,421.6% | -1,208.0% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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