+91.4%
IT vs THC
+952.2%
-860.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.2% | -7.0% |
| 7D | -9.1% | -2.6% | -6.6% | -8.7% |
| 30D | -7.0% | -1.2% | -5.8% | -6.8% |
| 3M | +7.6% | +58.9% | -51.3% | -0.9% |
| 6M | +2.1% | +9.3% | -7.2% | -0.1% |
| YTD | -31.6% | +30.4% | -62.0% | -35.5% |
| 1Y | -29.9% | +34.6% | -64.5% | -34.6% |
| 3Y | -51.3% | +246.7% | -297.9% | -62.8% |
| 5Y | -44.8% | +244.5% | -289.3% | -59.3% |
| 10Y | +91.4% | +950.1% | -858.7% | +7.4% |
| All | +91.4% | +952.2% | -860.9% | +7.4% |
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