+1,141.3%
ATI vs THC
+373.5%
+767.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | +2.7% | +1.3% | +1.4% | +2.1% |
| 3M | +16.3% | +64.2% | -47.9% | -0.7% |
| 6M | +30.2% | +8.3% | +21.9% | +25.0% |
| YTD | +83.6% | +33.4% | +50.2% | +64.8% |
| 1Y | +173.0% | +37.7% | +135.3% | +141.2% |
| 3Y | +356.6% | +236.8% | +119.9% | +199.2% |
| 5Y | +1,074.2% | +249.3% | +824.9% | +619.7% |
| 10Y | +1,136.2% | +995.2% | +141.0% | +358.7% |
| All | +1,141.3% | +373.5% | +767.7% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling