+55.6%
IOT vs THC
+246.9%
-191.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | -4.7% | +1.5% | -6.2% | -5.2% |
| 3M | +17.8% | +59.9% | -42.1% | +1.0% |
| 6M | +16.8% | +11.0% | +5.9% | +11.8% |
| YTD | +8.4% | +32.6% | -24.1% | -3.7% |
| 1Y | -0.8% | +37.4% | -38.2% | -14.1% |
| 3Y | +25.7% | +252.5% | -226.8% | -32.1% |
| All | +55.6% | +246.9% | -191.3% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling