+62.8%
IOT vs THC
+249.0%
-186.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -2.3% | -0.7% | -1.7% | -2.1% |
| 30D | +3.8% | +1.3% | +2.5% | +3.4% |
| 3M | +14.2% | +64.2% | -50.1% | -2.9% |
| 6M | +40.1% | +8.3% | +31.8% | +35.2% |
| YTD | +13.4% | +33.4% | -20.0% | +0.6% |
| 1Y | +12.2% | +37.7% | -25.5% | -2.8% |
| 3Y | +30.0% | +236.8% | -206.8% | -28.3% |
| All | +62.8% | +249.0% | -186.3% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling