+80.6%
VTV vs THC
+258.2%
-177.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | -0.7% | +4.1% | -4.7% | -1.2% |
| 30D | -0.5% | +3.5% | -4.0% | -1.0% |
| 3M | +5.3% | +61.7% | -56.4% | -1.8% |
| 6M | +12.9% | +11.8% | +1.0% | +10.6% |
| YTD | +18.5% | +35.4% | -16.9% | +12.6% |
| 1Y | +25.3% | +37.0% | -11.7% | +18.5% |
| 3Y | +68.2% | +260.1% | -191.9% | +33.8% |
| 5Y | +80.6% | +262.6% | -182.0% | +41.9% |
| All | +80.6% | +258.2% | -177.6% | +41.9% |
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