+781.6%
FTI vs THC
+262.3%
+519.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -4.3% | +7.5% | -11.8% | -5.4% |
| 30D | -8.0% | +9.6% | -17.6% | -9.4% |
| 3M | -8.0% | +10.3% | -18.3% | -9.6% |
| 6M | -8.7% | +51.8% | -60.5% | -15.2% |
| YTD | +43.9% | +45.4% | -1.5% | +33.8% |
| 1Y | +49.8% | +40.8% | +9.0% | +39.8% |
| 3Y | +211.7% | +448.8% | -237.1% | +118.1% |
| 5Y | +781.6% | +263.4% | +518.2% | +573.1% |
| All | +781.6% | +262.3% | +519.3% | +573.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling