+1,055.0%
ATI vs THC
+952.2%
+102.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | +3.2% | -2.6% | +5.7% | +4.0% |
| 30D | -9.0% | -1.2% | -7.8% | -8.8% |
| 3M | +15.1% | +58.9% | -43.8% | -1.8% |
| 6M | +38.1% | +9.3% | +28.8% | +31.9% |
| YTD | +80.7% | +30.4% | +50.3% | +62.1% |
| 1Y | +167.5% | +34.6% | +132.9% | +135.9% |
| 3Y | +366.0% | +246.7% | +119.3% | +191.3% |
| 5Y | +1,088.8% | +244.5% | +844.2% | +598.9% |
| 10Y | +1,055.0% | +950.1% | +104.9% | +369.0% |
| All | +1,055.0% | +952.2% | +102.8% | +369.0% |
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