-17.1%
IT vs THC
+44.8%
-61.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -3.1% | +7.5% | -10.6% | -3.9% |
| 3M | +6.3% | +7.5% | -1.2% | +5.4% |
| 6M | +24.8% | +46.4% | -21.7% | +22.2% |
| YTD | -24.4% | +44.4% | -68.7% | -24.6% |
| 1Y | -17.1% | +43.4% | -60.5% | -17.4% |
| All | -17.1% | +44.8% | -61.9% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling