+392.5%
VNQ vs THC
+531.1%
-138.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | -2.9% | +1.3% | -4.2% | -3.2% |
| 3M | +0.8% | +64.2% | -63.5% | -8.7% |
| 6M | +2.5% | +8.3% | -5.8% | +0.1% |
| YTD | +10.6% | +33.4% | -22.7% | +3.4% |
| 1Y | +9.1% | +37.7% | -28.6% | +1.0% |
| 3Y | +31.0% | +236.8% | -205.7% | -0.6% |
| 5Y | +4.9% | +249.3% | -244.3% | -23.9% |
| 10Y | +59.5% | +995.2% | -935.8% | -21.6% |
| All | +392.5% | +531.1% | -138.6% | +70.5% |
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