+26.5%
IP vs THC
+1,421.6%
-1,395.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -5.1% | +3.7% | -8.7% | -5.7% |
| 30D | +8.5% | +9.0% | -0.5% | +6.8% |
| 3M | -13.8% | +10.4% | -24.2% | -15.5% |
| 6M | +5.7% | +45.7% | -39.9% | -1.4% |
| YTD | -9.1% | +42.6% | -51.7% | -15.2% |
| 1Y | -0.8% | +38.8% | -39.6% | -7.2% |
| 3Y | +14.8% | +418.8% | -404.0% | -16.3% |
| 5Y | -11.5% | +275.7% | -287.2% | -34.3% |
| All | +26.5% | +1,421.6% | -1,395.1% | -27.4% |
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