+24.6%
VMC vs THC
+244.5%
-219.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 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% | -13.3% |
| 6M | -10.8% | +8.3% | -19.0% | -12.4% |
| YTD | -7.4% | +33.4% | -40.8% | -11.6% |
| 1Y | -9.5% | +37.7% | -47.2% | -14.3% |
| All | +24.6% | +244.5% | -219.9% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling