+8,164.6%
AMD vs THC
+1,879.5%
+6,285.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.2% |
| 7D | +13.1% | +0.2% | +12.9% | +13.2% |
| 30D | -7.0% | +9.0% | -16.0% | -8.4% |
| 3M | +16.6% | +12.9% | +3.6% | +13.9% |
| 6M | +20.5% | +52.8% | -32.3% | +10.1% |
| YTD | +158.2% | +47.4% | +110.7% | +136.0% |
| 1Y | +132.8% | +47.7% | +85.1% | +112.6% |
| 3Y | +366.2% | +444.7% | -78.4% | +226.3% |
| 5Y | +278.7% | +269.3% | +9.4% | +176.5% |
| 10Y | +8,164.6% | +1,913.5% | +6,251.0% | +5,014.1% |
| All | +8,164.6% | +1,879.5% | +6,285.0% | +5,014.1% |
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