+1,121.2%
VST vs THC
+1,861.3%
-740.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.1% |
| 7D | -6.0% | +8.8% | -14.9% | -7.8% |
| 30D | -18.8% | +10.0% | -28.8% | -20.5% |
| 3M | -8.0% | +11.7% | -19.7% | -10.4% |
| 6M | -10.9% | +52.5% | -63.4% | -19.1% |
| YTD | -18.3% | +46.1% | -64.4% | -25.6% |
| 1Y | -29.9% | +49.1% | -79.0% | -36.5% |
| 3Y | +290.3% | +439.6% | -149.3% | +174.7% |
| 5Y | +635.3% | +263.2% | +372.1% | +434.1% |
| All | +1,121.2% | +1,861.3% | -740.1% | +534.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling