+901.1%
ATI vs THC
+274.4%
+626.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.7% |
| 7D | +6.2% | +3.7% | +2.5% | +5.1% |
| 30D | -7.1% | +9.0% | -16.1% | -9.1% |
| 3M | -21.3% | +10.4% | -31.7% | -23.4% |
| 6M | +6.5% | +45.7% | -39.2% | -4.4% |
| YTD | +53.2% | +42.6% | +10.6% | +37.4% |
| 1Y | +82.7% | +38.8% | +44.0% | +64.6% |
| 3Y | +314.3% | +418.8% | -104.5% | +152.6% |
| All | +901.1% | +274.4% | +626.7% | +513.2% |
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