+89.2%
IT vs THC
+1,813.2%
-1,724.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.1% | +1.0% | +0.1% | +0.9% |
| 30D | -1.8% | +5.3% | -7.2% | -2.8% |
| 3M | +4.8% | +7.1% | -2.3% | +3.4% |
| 6M | +33.0% | +46.0% | -13.0% | +23.4% |
| YTD | -23.8% | +43.9% | -67.8% | -29.8% |
| 1Y | -16.5% | +45.4% | -62.0% | -23.4% |
| 3Y | -53.6% | +421.3% | -474.9% | -67.9% |
| 5Y | -42.1% | +261.5% | -303.6% | -58.4% |
| All | +89.2% | +1,813.2% | -1,724.0% | -5.3% |
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