+78.9%
VTV vs THC
+436.4%
-357.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -0.4% | +0.2% | -0.7% | -0.4% |
| 30D | +3.9% | +9.0% | -5.1% | +2.9% |
| 3M | +2.6% | +12.9% | -10.4% | +1.1% |
| 6M | +11.5% | +52.8% | -41.3% | +6.0% |
| YTD | +22.3% | +47.4% | -25.2% | +16.3% |
| 1Y | +24.5% | +47.7% | -23.2% | +18.3% |
| All | +78.9% | +436.4% | -357.5% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling