+74.6%
AG vs THC
+1,002.8%
-928.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.6% |
| 7D | -0.1% | +4.1% | -4.2% | -0.6% |
| 30D | +12.5% | +3.5% | +8.9% | +11.9% |
| 3M | +28.2% | +61.7% | -33.6% | +20.0% |
| 6M | -18.8% | +11.8% | -30.7% | -20.4% |
| YTD | +27.4% | +35.4% | -8.0% | +21.5% |
| 1Y | +132.2% | +37.0% | +95.2% | +120.7% |
| 3Y | +286.9% | +260.1% | +26.8% | +224.5% |
| 5Y | +72.8% | +262.6% | -189.8% | +42.0% |
| 10Y | +74.6% | +1,039.2% | -964.6% | +28.0% |
| All | +74.6% | +1,002.8% | -928.2% | +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 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