+196.7%
EXC vs THC
+1,813.2%
-1,616.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +1.4% | +1.0% | +0.4% | +1.3% |
| 30D | +8.6% | +5.3% | +3.3% | +7.9% |
| 3M | +2.4% | +7.1% | -4.7% | +1.5% |
| 6M | +6.5% | +46.0% | -39.6% | +1.4% |
| YTD | +9.0% | +43.9% | -34.9% | +3.6% |
| 1Y | +4.6% | +45.4% | -40.9% | -0.8% |
| 3Y | +33.5% | +421.3% | -387.8% | +6.0% |
| 5Y | +41.4% | +261.5% | -220.1% | +14.1% |
| All | +196.7% | +1,813.2% | -1,616.6% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling