+69,298.0%
FAST vs THC
+508.9%
+68,789.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -0.8% | +1.3% | -2.0% | -1.0% |
| 3M | +5.8% | +64.2% | -58.5% | -1.3% |
| 6M | +8.0% | +8.3% | -0.3% | +6.3% |
| YTD | +25.6% | +33.4% | -7.7% | +19.9% |
| 1Y | +0.8% | +37.7% | -36.9% | -4.4% |
| 3Y | +86.1% | +236.8% | -150.7% | +53.2% |
| 5Y | +100.2% | +249.3% | -149.0% | +59.5% |
| 10Y | +494.2% | +995.2% | -501.1% | +256.2% |
| All | +69,298.0% | +508.9% | +68,789.2% | +33,117.5% |
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