+643.6%
GOOGL vs THC
+1,758.3%
-1,114.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.6% | +8.8% | -6.2% | +1.4% |
| 30D | -18.3% | +10.0% | -28.3% | -19.4% |
| 3M | -19.6% | +11.7% | -31.2% | -20.9% |
| 6M | -28.2% | +52.5% | -80.7% | -32.8% |
| YTD | -8.0% | +46.1% | -54.1% | -13.8% |
| 1Y | -0.7% | +49.1% | -49.8% | -7.2% |
| 3Y | +118.8% | +439.6% | -320.8% | +65.4% |
| 5Y | +98.9% | +263.2% | -164.3% | +54.9% |
| 10Y | +643.6% | +1,900.5% | -1,256.9% | +368.6% |
| All | +643.6% | +1,758.3% | -1,114.7% | +368.6% |
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 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