+1,649.1%
THC vs VCLT
+22.0%
+1,627.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.0% |
| 7D | +0.1% | -1.9% | +2.0% | +1.8% |
| 30D | +7.5% | +1.4% | +6.0% | +6.3% |
| 3M | +7.5% | -1.8% | +9.3% | +9.1% |
| 6M | +46.4% | -3.9% | +50.4% | +51.4% |
| YTD | +44.4% | -3.9% | +48.3% | +49.2% |
| 1Y | +43.4% | -4.7% | +48.2% | +49.4% |
| 3Y | +433.3% | +14.1% | +419.2% | +375.9% |
| 5Y | +262.5% | -16.6% | +279.1% | +308.4% |
| All | +1,649.1% | +22.0% | +1,627.1% | +1,795.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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