+167.5%
ATI vs THC
+32.5%
+135.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | +3.2% | -2.6% | +5.7% | +3.3% |
| 30D | -9.0% | -1.2% | -7.8% | -9.0% |
| 3M | +15.1% | +58.9% | -43.8% | +8.9% |
| 6M | +38.1% | +9.3% | +28.8% | +36.7% |
| YTD | +80.7% | +30.4% | +50.3% | +75.8% |
| 1Y | +167.5% | +34.6% | +132.9% | +154.7% |
| All | +167.5% | +32.5% | +135.1% | +154.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling