+155.1%
INTC vs THC
+244.5%
-89.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.4% |
| 7D | +7.1% | -0.7% | +7.7% | +7.1% |
| 30D | -5.2% | +1.3% | -6.5% | -5.4% |
| 3M | -14.3% | +64.2% | -78.5% | -20.7% |
| 6M | +110.2% | +8.3% | +101.9% | +109.7% |
| YTD | +159.6% | +33.4% | +126.2% | +147.8% |
| 1Y | +289.3% | +37.7% | +251.6% | +267.2% |
| All | +155.1% | +244.5% | -89.4% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling