+89.3%
CSCO vs THC
+413.3%
-324.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -10.2% | +3.7% | -13.9% | -10.4% |
| 30D | -20.1% | +9.0% | -29.1% | -20.6% |
| 3M | -22.4% | +10.4% | -32.8% | -23.0% |
| 6M | +2.8% | +45.7% | -42.9% | -0.2% |
| YTD | +23.6% | +42.6% | -19.0% | +19.6% |
| 1Y | +34.0% | +38.8% | -4.7% | +29.9% |
| 3Y | +89.3% | +418.8% | -329.6% | +49.8% |
| All | +89.3% | +413.3% | -324.0% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling