+66.6%
VT vs THC
+250.3%
-183.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +1.0% | +1.3% | -0.3% | +0.7% |
| 3M | +2.4% | +64.2% | -61.9% | -5.9% |
| 6M | +12.0% | +8.3% | +3.7% | +9.9% |
| YTD | +15.3% | +33.4% | -18.0% | +9.0% |
| 1Y | +22.6% | +37.7% | -15.1% | +14.7% |
| 3Y | +74.7% | +236.8% | -162.1% | +34.8% |
| All | +66.6% | +250.3% | -183.7% | +25.2% |
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