-12.9%
VMC vs THC
+32.5%
-45.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.4% |
| 7D | -0.5% | -2.6% | +2.0% | -0.3% |
| 30D | -9.1% | -1.2% | -7.9% | -9.0% |
| 3M | -4.1% | +58.9% | -63.1% | -8.0% |
| 6M | -5.5% | +9.3% | -14.9% | -8.3% |
| YTD | -8.9% | +30.4% | -39.3% | -11.1% |
| 1Y | -12.9% | +34.6% | -47.5% | -16.5% |
| All | -12.9% | +32.5% | -45.4% | -16.5% |
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