+6.8%
VNQ vs THC
+33.0%
-26.2%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -2.3% | +1.5% | -3.9% | -2.5% |
| 3M | -2.8% | +59.9% | -62.7% | -6.2% |
| 6M | +2.5% | +11.0% | -8.5% | +1.0% |
| YTD | +8.4% | +32.6% | -24.1% | +5.9% |
| 1Y | +6.8% | +37.4% | -30.6% | +3.6% |
| All | +6.8% | +33.0% | -26.2% | +3.6% |
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