+970.1%
ATI vs THC
+1,818.8%
-848.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.1% |
| 7D | +13.0% | +0.1% | +12.8% | +12.9% |
| 30D | +0.2% | +7.5% | -7.3% | -2.4% |
| 3M | -17.5% | +7.5% | -25.0% | -19.8% |
| 6M | +18.1% | +46.4% | -28.3% | +2.2% |
| YTD | +65.7% | +44.4% | +21.3% | +42.7% |
| 1Y | +91.9% | +43.4% | +48.5% | +65.1% |
| 3Y | +335.2% | +433.3% | -98.0% | +130.2% |
| 5Y | +1,004.3% | +262.5% | +741.8% | +522.0% |
| All | +970.1% | +1,818.8% | -848.7% | +233.7% |
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