+228.8%
VTV vs THC
+1,813.2%
-1,584.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.9% | +1.0% | +2.0% | +2.8% |
| 30D | +3.8% | +5.3% | -1.5% | +3.0% |
| 3M | +1.6% | +7.1% | -5.6% | +0.4% |
| 6M | +11.2% | +46.0% | -34.8% | +4.7% |
| YTD | +22.0% | +43.9% | -21.9% | +14.6% |
| 1Y | +24.9% | +45.4% | -20.6% | +16.9% |
| 3Y | +78.5% | +421.3% | -342.8% | +35.7% |
| 5Y | +77.8% | +261.5% | -183.7% | +38.2% |
| All | +228.8% | +1,813.2% | -1,584.5% | +98.0% |
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 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