+288.7%
AG vs THC
+923.5%
-634.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -5.9% |
| 7D | +6.0% | +8.8% | -2.9% | +4.5% |
| 30D | -13.5% | +10.0% | -23.6% | -14.9% |
| 3M | -20.7% | +11.7% | -32.4% | -22.2% |
| 6M | -31.5% | +52.5% | -84.0% | -36.7% |
| YTD | -10.1% | +46.1% | -56.2% | -16.7% |
| 1Y | +26.0% | +49.1% | -23.1% | +16.5% |
| 3Y | +228.9% | +439.6% | -210.7% | +142.3% |
| 5Y | +8.7% | +263.2% | -254.5% | -17.2% |
| 10Y | +71.9% | +1,900.5% | -1,828.6% | -14.6% |
| All | +288.7% | +923.5% | -634.8% | +97.2% |
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