+2,072.9%
VGT vs THC
+471.1%
+1,601.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.5% | +1.0% | +1.5% | +2.3% |
| 30D | -9.5% | +5.3% | -14.8% | -10.3% |
| 3M | -9.5% | +7.1% | -16.6% | -10.6% |
| 6M | -1.8% | +46.0% | -47.8% | -7.9% |
| YTD | +18.4% | +43.9% | -25.5% | +10.7% |
| 1Y | +18.7% | +45.4% | -26.7% | +10.7% |
| 3Y | +103.8% | +421.3% | -317.5% | +54.0% |
| 5Y | +104.4% | +261.5% | -157.1% | +58.9% |
| 10Y | +716.9% | +1,865.8% | -1,149.0% | +344.9% |
| All | +2,072.9% | +471.1% | +1,601.8% | +1,011.1% |
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