+1,298.2%
THC vs VCLT
+100.6%
+1,197.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +8.8% | +0.2% | +8.6% | +8.8% |
| 30D | +10.0% | +2.3% | +7.8% | +9.0% |
| 3M | +11.7% | -1.1% | +12.7% | +12.2% |
| 6M | +52.5% | -4.2% | +56.6% | +55.4% |
| YTD | +46.1% | -3.4% | +49.5% | +48.3% |
| 1Y | +49.1% | -3.8% | +52.9% | +51.7% |
| 3Y | +439.6% | +14.7% | +424.9% | +411.7% |
| 5Y | +263.2% | -16.7% | +279.8% | +269.7% |
| 10Y | +1,900.5% | +20.5% | +1,880.0% | +2,074.1% |
| All | +1,298.2% | +100.6% | +1,197.7% | +2,093.3% |
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