+2,159.9%
FTI vs THC
+101.0%
+2,058.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +5.3% | -0.7% | +5.9% | +5.4% |
| 30D | +15.3% | +1.3% | +14.1% | +14.9% |
| 3M | +15.8% | +64.2% | -48.5% | +2.0% |
| 6M | +22.6% | +8.3% | +14.3% | +18.5% |
| YTD | +79.5% | +33.4% | +46.2% | +64.4% |
| 1Y | +102.0% | +37.7% | +64.3% | +82.5% |
| 3Y | +315.8% | +236.8% | +79.0% | +192.6% |
| 5Y | +1,129.5% | +249.3% | +880.2% | +712.6% |
| 10Y | +320.9% | +995.2% | -674.3% | +88.5% |
| All | +2,159.9% | +101.0% | +2,058.9% | +775.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling