+725.0%
VTV vs THC
+429.3%
+295.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +1.1% | +1.3% | -0.2% | +0.9% |
| 3M | +5.9% | +64.2% | -58.4% | -2.0% |
| 6M | +11.6% | +8.3% | +3.4% | +9.6% |
| YTD | +19.8% | +33.4% | -13.6% | +13.7% |
| 1Y | +26.2% | +37.7% | -11.4% | +18.9% |
| 3Y | +68.5% | +236.8% | -168.3% | +36.1% |
| 5Y | +79.9% | +249.3% | -169.4% | +40.0% |
| 10Y | +229.7% | +995.2% | -765.6% | +91.5% |
| All | +725.0% | +429.3% | +295.8% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling