+2,110.3%
VGT vs THC
+472.8%
+1,637.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | -10.6% | +7.5% | -18.1% | -11.6% |
| 3M | -6.9% | +7.5% | -14.4% | -8.1% |
| 6M | +0.9% | +46.4% | -45.5% | -5.4% |
| YTD | +20.4% | +44.4% | -23.9% | +12.5% |
| 1Y | +17.4% | +43.4% | -26.1% | +9.7% |
| 3Y | +106.3% | +433.3% | -327.0% | +55.3% |
| 5Y | +107.9% | +262.5% | -154.6% | +61.6% |
| 10Y | +730.9% | +1,871.5% | -1,140.6% | +352.4% |
| All | +2,110.3% | +472.8% | +1,637.5% | +1,029.7% |
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