+897.3%
VST vs THC
+1,229.9%
-332.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.2% | -5.8% |
| 7D | -19.9% | +5.9% | -25.8% | -21.0% |
| 30D | -29.7% | +10.8% | -40.5% | -31.2% |
| 3M | -19.6% | +9.4% | -29.0% | -21.3% |
| 6M | -29.4% | +53.3% | -82.7% | -35.8% |
| YTD | -29.7% | +44.2% | -73.9% | -35.7% |
| 1Y | -40.0% | +37.3% | -77.4% | -44.7% |
| 3Y | +231.0% | +421.6% | -190.6% | +136.5% |
| 5Y | +500.1% | +279.8% | +220.2% | +336.1% |
| 10Y | +1,004.2% | +1,513.9% | -509.7% | +484.5% |
| All | +897.3% | +1,229.9% | -332.6% | +428.3% |
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 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