+125.7%
VMC vs THC
+1,813.2%
-1,687.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.3% | +1.0% | -2.2% | -1.4% |
| 30D | +15.5% | +5.3% | +10.1% | +14.3% |
| 3M | +0.6% | +7.1% | -6.5% | -0.9% |
| 6M | +2.1% | +46.0% | -44.0% | -5.9% |
| YTD | -1.6% | +43.9% | -45.5% | -9.6% |
| 1Y | -1.2% | +45.4% | -46.6% | -9.7% |
| 3Y | +35.3% | +421.3% | -386.0% | -7.4% |
| 5Y | +43.6% | +261.5% | -217.9% | +1.9% |
| All | +125.7% | +1,813.2% | -1,687.5% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling