+278.4%
FTI vs THC
+253.4%
+25.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | -0.2% | -2.6% | +2.4% | +0.1% |
| 30D | +12.3% | -1.2% | +13.5% | +12.4% |
| 3M | +13.8% | +58.9% | -45.2% | +7.2% |
| 6M | +24.3% | +9.3% | +15.0% | +23.1% |
| YTD | +75.8% | +30.4% | +45.4% | +69.1% |
| 1Y | +99.6% | +34.6% | +65.0% | +90.3% |
| 3Y | +278.4% | +246.7% | +31.8% | +204.3% |
| All | +278.4% | +253.4% | +25.0% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling