+545.7%
FICO vs THC
+1,758.3%
-1,212.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | +0.9% | +8.8% | -8.0% | -1.0% |
| 30D | +9.4% | +10.0% | -0.6% | +7.2% |
| 3M | -30.4% | +11.7% | -42.1% | -32.1% |
| 6M | -35.1% | +52.5% | -87.6% | -40.7% |
| YTD | -56.8% | +46.1% | -102.9% | -60.5% |
| 1Y | -58.4% | +49.1% | -107.5% | -62.2% |
| 3Y | -26.7% | +439.6% | -466.3% | -49.9% |
| 5Y | +88.0% | +263.2% | -175.1% | +33.3% |
| 10Y | +545.7% | +1,900.5% | -1,354.8% | +228.3% |
| All | +545.7% | +1,758.3% | -1,212.6% | +228.3% |
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