+111.9%
INTC vs THC
+1,813.2%
-1,701.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +6.0% | +1.0% | +5.1% | +5.9% |
| 30D | -39.2% | +5.3% | -44.5% | -39.8% |
| 3M | -42.9% | +7.1% | -50.0% | -43.7% |
| 6M | -50.4% | +46.0% | -96.4% | -53.9% |
| YTD | +61.7% | +43.9% | +17.7% | +49.9% |
| 1Y | +66.1% | +45.4% | +20.7% | +53.7% |
| 3Y | +58.1% | +421.3% | -363.1% | +16.5% |
| 5Y | +27.9% | +261.5% | -233.6% | -3.2% |
| All | +111.9% | +1,813.2% | -1,701.3% | +25.4% |
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