+59.9%
VT vs THC
+267.4%
-207.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -1.7% | +9.0% | -10.8% | -3.1% |
| 3M | -2.3% | +12.9% | -15.2% | -4.3% |
| 6M | +1.5% | +52.8% | -51.3% | -5.8% |
| YTD | +12.0% | +47.4% | -35.4% | +4.0% |
| 1Y | +12.9% | +47.7% | -34.9% | +4.6% |
| 3Y | +74.9% | +444.7% | -369.7% | +22.8% |
| 5Y | +59.9% | +269.3% | -209.3% | +18.0% |
| All | +59.9% | +267.4% | -207.4% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling