+13,507.3%
GOOGL vs THC
+526.9%
+12,980.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -6.6% | +1.3% | -7.8% | -6.7% |
| 3M | -8.9% | +64.2% | -73.2% | -15.0% |
| 6M | +11.9% | +8.3% | +3.6% | +10.0% |
| YTD | +8.3% | +33.4% | -25.0% | +3.4% |
| 1Y | +46.2% | +37.7% | +8.5% | +38.7% |
| 3Y | +151.9% | +236.8% | -84.9% | +108.1% |
| 5Y | +137.7% | +249.3% | -111.5% | +91.0% |
| 10Y | +757.6% | +995.2% | -237.7% | +437.8% |
| All | +13,507.3% | +526.9% | +12,980.4% | +6,865.3% |
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 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