+6,045.6%
IT vs THC
+882.1%
+5,163.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +13.1% | +64.2% | -51.2% | +4.2% |
| 6M | +11.7% | +8.3% | +3.4% | +9.6% |
| YTD | -26.1% | +33.4% | -59.5% | -30.2% |
| 1Y | -21.3% | +37.7% | -58.9% | -26.3% |
| 3Y | -46.7% | +236.8% | -283.5% | -58.0% |
| 5Y | -40.5% | +249.3% | -289.8% | -54.7% |
| 10Y | +103.9% | +995.2% | -891.4% | +13.9% |
| All | +6,045.6% | +882.1% | +5,163.5% | +2,642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling