+11,743.1%
COST vs THC
+508.9%
+11,234.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -3.1% | -0.7% | -2.5% | -3.1% |
| 30D | -2.8% | +1.3% | -4.1% | -2.9% |
| 3M | -5.7% | +64.2% | -69.9% | -10.1% |
| 6M | -8.8% | +8.3% | -17.0% | -9.8% |
| YTD | +6.7% | +33.4% | -26.7% | +3.3% |
| 1Y | -3.6% | +37.7% | -41.3% | -7.1% |
| 3Y | +75.1% | +236.8% | -161.7% | +53.5% |
| 5Y | +108.9% | +249.3% | -140.3% | +79.4% |
| 10Y | +586.2% | +995.2% | -409.1% | +387.2% |
| All | +11,743.1% | +508.9% | +11,234.2% | +6,672.8% |
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