+1,479.7%
VTR vs THC
+313.9%
+1,165.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +0.7% | +0.1% | +0.5% | +0.7% |
| 30D | +6.9% | +7.5% | -0.6% | +5.2% |
| 3M | +1.3% | +7.5% | -6.2% | -0.4% |
| 6M | +2.5% | +46.4% | -44.0% | -6.1% |
| YTD | +18.0% | +44.4% | -26.4% | +7.7% |
| 1Y | +19.5% | +43.4% | -24.0% | +8.9% |
| 3Y | +130.2% | +433.3% | -303.1% | +54.8% |
| 5Y | +93.8% | +262.5% | -168.7% | +35.3% |
| 10Y | +131.5% | +1,871.5% | -1,740.1% | +3.2% |
| All | +1,479.7% | +313.9% | +1,165.7% | +472.2% |
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