+10.6%
IOT vs THC
+46.1%
-35.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.6% | -5.4% | +3.5% |
| 7D | -0.5% | +8.8% | -9.3% | -1.1% |
| 30D | +1.0% | +12.6% | -11.6% | +0.3% |
| 3M | +10.9% | +15.4% | -4.5% | +10.2% |
| 6M | +39.9% | +57.7% | -17.8% | +41.7% |
| YTD | +20.8% | +47.1% | -26.3% | +18.9% |
| 1Y | +10.6% | +40.7% | -30.1% | +9.0% |
| All | +10.6% | +46.1% | -35.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling