+3,227.9%
VMC vs THC
+508.9%
+2,719.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | -7.0% | +64.2% | -71.3% | -14.1% |
| 6M | -10.8% | +8.3% | -19.0% | -12.4% |
| YTD | -7.4% | +33.4% | -40.8% | -12.2% |
| 1Y | -9.5% | +37.7% | -47.2% | -14.9% |
| 3Y | +20.5% | +236.8% | -216.3% | -3.4% |
| 5Y | +51.6% | +249.3% | -197.7% | +17.5% |
| 10Y | +150.0% | +995.2% | -845.2% | +45.7% |
| All | +3,227.9% | +508.9% | +2,719.1% | +1,510.4% |
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