+367.1%
VT vs THC
+1,211.7%
-844.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.6% | -7.9% | +0.3% |
| 7D | -0.3% | +8.8% | -9.1% | -1.6% |
| 30D | -1.4% | +12.6% | -14.1% | -3.3% |
| 3M | -1.4% | +15.4% | -16.8% | -3.7% |
| 6M | +5.5% | +57.7% | -52.2% | -2.4% |
| YTD | +12.8% | +47.1% | -34.2% | +5.1% |
| 1Y | +15.4% | +40.7% | -25.3% | +8.0% |
| 3Y | +76.9% | +432.1% | -355.3% | +32.0% |
| 5Y | +60.4% | +301.9% | -241.5% | +21.1% |
| 10Y | +232.8% | +1,546.5% | -1,313.7% | +76.0% |
| All | +367.1% | +1,211.7% | -844.6% | +117.2% |
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