+196.6%
AMD vs THC
+287.8%
-91.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.0% | -15.3% | -16.7% |
| 7D | -28.6% | +5.9% | -34.5% | -29.7% |
| 30D | -37.7% | +10.8% | -48.6% | -39.5% |
| 3M | -16.1% | +9.4% | -25.6% | -18.4% |
| 6M | +13.8% | +53.3% | -39.4% | -2.0% |
| YTD | +88.8% | +44.2% | +44.7% | +63.7% |
| 1Y | +57.8% | +37.3% | +20.5% | +38.7% |
| 3Y | +260.3% | +421.6% | -161.3% | +77.2% |
| 5Y | +196.6% | +279.8% | -83.2% | +57.3% |
| All | +196.6% | +287.8% | -91.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling