+135.2%
VGT vs THC
+258.2%
-123.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.9% |
| 7D | +1.5% | +4.1% | -2.6% | +0.7% |
| 30D | +0.5% | +3.5% | -3.0% | -0.2% |
| 3M | +5.3% | +61.7% | -56.5% | -5.5% |
| 6M | +32.4% | +11.8% | +20.6% | +28.4% |
| YTD | +28.6% | +35.4% | -6.8% | +18.9% |
| 1Y | +37.6% | +37.0% | +0.6% | +26.3% |
| 3Y | +125.5% | +260.1% | -134.6% | +57.3% |
| 5Y | +135.2% | +262.6% | -127.4% | +60.4% |
| All | +135.2% | +258.2% | -123.1% | +60.4% |
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 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