+184.1%
FTI vs THC
+1,813.2%
-1,629.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +4.3% | +1.0% | +3.4% | +4.0% |
| 30D | -4.7% | +5.3% | -10.0% | -6.4% |
| 3M | -13.5% | +7.1% | -20.6% | -15.7% |
| 6M | -8.7% | +46.0% | -54.8% | -19.9% |
| YTD | +49.0% | +43.9% | +5.1% | +29.8% |
| 1Y | +54.0% | +45.4% | +8.6% | +33.3% |
| 3Y | +211.6% | +421.3% | -209.7% | +71.4% |
| 5Y | +881.9% | +261.5% | +620.4% | +465.8% |
| All | +184.1% | +1,813.2% | -1,629.1% | -8.3% |
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