+192.2%
MET vs THC
+1,818.8%
-1,626.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +1.8% | +7.5% | -5.7% | +0.2% |
| 3M | +6.0% | +7.5% | -1.5% | +4.2% |
| 6M | +31.1% | +46.4% | -15.3% | +20.2% |
| YTD | +32.6% | +44.4% | -11.8% | +21.0% |
| 1Y | +30.5% | +43.4% | -13.0% | +18.9% |
| 3Y | +83.6% | +433.3% | -349.7% | +22.9% |
| 5Y | +84.2% | +262.5% | -178.3% | +28.1% |
| All | +192.2% | +1,818.8% | -1,626.6% | +46.0% |
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 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