+64.6%
VTI vs THC
+258.4%
-193.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +2.5% | +1.0% | +1.6% | +2.4% |
| 30D | -1.5% | +5.3% | -6.8% | -2.5% |
| 3M | -3.2% | +7.1% | -10.3% | -4.5% |
| 6M | +2.3% | +46.0% | -43.7% | -5.0% |
| YTD | +11.6% | +43.9% | -32.3% | +3.3% |
| 1Y | +13.8% | +45.4% | -31.7% | +4.9% |
| 3Y | +77.4% | +421.3% | -343.9% | +21.0% |
| All | +64.6% | +258.4% | -193.8% | +19.1% |
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