+78.2%
VTV vs THC
+266.4%
-188.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | +2.6% | +12.9% | -10.4% | +0.7% |
| 6M | +11.5% | +52.8% | -41.3% | +4.6% |
| YTD | +22.3% | +47.4% | -25.2% | +14.7% |
| 1Y | +24.5% | +47.7% | -23.2% | +16.6% |
| 3Y | +78.8% | +444.7% | -365.9% | +32.9% |
| All | +78.2% | +266.4% | -188.2% | +38.7% |
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