+769.3%
VST vs THC
+250.3%
+519.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +8.9% | -0.7% | +9.6% | +9.0% |
| 30D | +6.2% | +1.3% | +4.9% | +5.8% |
| 3M | -2.7% | +64.2% | -67.0% | -13.3% |
| 6M | -8.4% | +8.3% | -16.6% | -10.7% |
| YTD | -7.2% | +33.4% | -40.6% | -14.1% |
| 1Y | -20.9% | +37.7% | -58.6% | -27.5% |
| 3Y | +384.0% | +236.8% | +147.2% | +265.5% |
| All | +769.3% | +250.3% | +519.0% | +567.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling