+180.7%
FTI vs THC
+1,861.3%
-1,680.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.3% | +8.8% | -12.1% | -5.8% |
| 30D | -7.2% | +10.0% | -17.3% | -10.1% |
| 3M | -12.9% | +11.7% | -24.5% | -16.1% |
| 6M | -7.9% | +52.5% | -60.3% | -20.1% |
| YTD | +45.2% | +46.1% | -0.9% | +26.0% |
| 1Y | +48.1% | +49.1% | -1.0% | +27.3% |
| 3Y | +205.0% | +439.6% | -234.6% | +66.4% |
| 5Y | +838.8% | +263.2% | +575.7% | +441.8% |
| All | +180.7% | +1,861.3% | -1,680.6% | -11.7% |
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