+33.9%
VTR vs THC
+33.0%
+0.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +4.0% | +1.5% | +2.5% | +3.8% |
| 3M | +7.8% | +59.9% | -52.0% | +2.0% |
| 6M | +6.4% | +11.0% | -4.6% | +4.1% |
| YTD | +18.3% | +32.6% | -14.3% | +13.4% |
| 1Y | +33.9% | +37.4% | -3.4% | +28.0% |
| All | +33.9% | +33.0% | +0.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling