-9.5%
VMC vs THC
+40.9%
-50.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -4.3% | -0.7% | -3.7% | -4.3% |
| 30D | -8.2% | +1.3% | -9.5% | -8.4% |
| 3M | -7.0% | +64.2% | -71.3% | -11.0% |
| 6M | -10.8% | +8.3% | -19.0% | -13.5% |
| YTD | -7.4% | +33.4% | -40.8% | -9.8% |
| 1Y | -9.5% | +37.7% | -47.2% | -13.1% |
| All | -9.5% | +40.9% | -50.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling