+3,482.5%
VMC vs THC
+550.9%
+2,931.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +0.5% | +3.7% | -3.2% | 0.0% |
| 30D | +15.8% | +9.0% | +6.8% | +14.3% |
| 3M | +0.6% | +10.4% | -9.8% | -1.1% |
| 6M | -4.0% | +45.7% | -49.7% | -9.9% |
| YTD | -0.3% | +42.6% | -42.9% | -6.6% |
| 1Y | -0.5% | +38.8% | -39.3% | -6.6% |
| 3Y | +39.6% | +418.8% | -379.3% | +4.9% |
| 5Y | +50.1% | +275.7% | -225.6% | +15.2% |
| 10Y | +163.9% | +1,496.2% | -1,332.3% | +46.1% |
| All | +3,482.5% | +550.9% | +2,931.6% | +1,614.5% |
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 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