+989.2%
ATI vs THC
+416.3%
+572.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +4.6% |
| 7D | +6.0% | +7.5% | -1.5% | +3.7% |
| 30D | -3.6% | +9.6% | -13.2% | -6.4% |
| 3M | -18.9% | +10.3% | -29.1% | -21.5% |
| 6M | +16.7% | +51.8% | -35.1% | +1.4% |
| YTD | +61.1% | +45.4% | +15.6% | +40.5% |
| 1Y | +89.3% | +40.8% | +48.5% | +66.2% |
| 3Y | +333.3% | +448.8% | -115.5% | +146.1% |
| 5Y | +954.5% | +263.4% | +691.1% | +538.2% |
| 10Y | +1,067.0% | +1,800.1% | -733.1% | +278.6% |
| All | +989.2% | +416.3% | +572.9% | +225.1% |
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