+1,750.9%
FTI vs THC
+122.2%
+1,628.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +1.4% | +0.2% | +1.1% | +1.3% |
| 30D | -6.3% | +9.0% | -15.3% | -8.4% |
| 3M | -13.1% | +12.9% | -26.0% | -16.0% |
| 6M | -8.0% | +52.8% | -60.8% | -18.0% |
| YTD | +47.1% | +47.4% | -0.4% | +31.0% |
| 1Y | +50.7% | +47.7% | +2.9% | +33.8% |
| 3Y | +209.0% | +444.7% | -235.7% | +93.8% |
| 5Y | +847.0% | +269.3% | +577.7% | +519.5% |
| 10Y | +184.3% | +1,913.5% | -1,729.2% | +13.8% |
| All | +1,750.9% | +122.2% | +1,628.8% | +597.8% |
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