+339.7%
AFL vs THC
+1,861.3%
-1,521.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +2.1% | +8.8% | -6.7% | +0.5% |
| 30D | +10.6% | +10.0% | +0.5% | +8.5% |
| 3M | +4.4% | +11.7% | -7.3% | +2.1% |
| 6M | +13.1% | +52.5% | -39.4% | +3.9% |
| YTD | +16.6% | +46.1% | -29.4% | +7.3% |
| 1Y | +13.8% | +49.1% | -35.3% | +4.1% |
| 3Y | +65.7% | +439.6% | -374.0% | +14.5% |
| 5Y | +153.1% | +263.2% | -110.0% | +80.9% |
| All | +339.7% | +1,861.3% | -1,521.6% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling