+1,176.7%
THC vs VCLT
+103.4%
+1,073.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | -0.5% | -0.1% | -0.4% |
| 30D | +1.3% | -0.9% | +2.1% | +1.6% |
| 3M | +64.2% | -3.2% | +67.5% | +66.6% |
| 6M | +8.3% | -3.8% | +12.1% | +10.1% |
| YTD | +33.4% | -2.0% | +35.4% | +34.6% |
| 1Y | +37.7% | -0.8% | +38.5% | +38.1% |
| 3Y | +236.8% | +12.3% | +224.5% | +221.6% |
| 5Y | +249.3% | -15.4% | +264.7% | +253.2% |
| 10Y | +995.2% | +15.7% | +979.5% | +1,034.9% |
| All | +1,176.7% | +103.4% | +1,073.3% | +1,889.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling