+233.5%
INTU vs THC
+1,879.5%
-1,646.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -3.9% | +0.2% | -4.2% | -4.0% |
| 30D | +12.0% | +9.0% | +3.0% | +10.5% |
| 3M | +2.3% | +12.9% | -10.6% | +0.3% |
| 6M | -12.1% | +52.8% | -64.9% | -17.9% |
| YTD | -47.5% | +47.4% | -95.0% | -51.2% |
| 1Y | -46.9% | +47.7% | -94.6% | -50.6% |
| 3Y | -33.5% | +444.7% | -478.1% | -51.0% |
| 5Y | -41.2% | +269.3% | -310.5% | -55.2% |
| 10Y | +233.5% | +1,913.5% | -1,680.0% | +105.8% |
| All | +233.5% | +1,879.5% | -1,646.0% | +105.8% |
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 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