-40.2%
IT vs THC
+250.3%
-290.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.7% |
| 7D | -6.0% | -0.7% | -5.4% | -5.9% |
| 30D | 0.0% | +1.3% | -1.3% | -0.3% |
| 3M | +13.1% | +64.2% | -51.2% | +3.8% |
| 6M | +11.7% | +8.3% | +3.4% | +9.6% |
| YTD | -26.1% | +33.4% | -59.5% | -30.5% |
| 1Y | -21.3% | +37.7% | -58.9% | -26.7% |
| 3Y | -46.7% | +236.8% | -283.5% | -60.0% |
| All | -40.2% | +250.3% | -290.5% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling