+400.1%
META vs THC
+1,438.5%
-1,038.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.6% |
| 7D | -3.1% | +5.9% | -9.0% | -4.0% |
| 30D | -18.1% | +10.8% | -28.9% | -19.5% |
| 3M | +2.9% | +9.4% | -6.6% | +1.2% |
| 6M | +0.2% | +53.3% | -53.1% | -7.3% |
| YTD | -8.1% | +44.2% | -52.3% | -14.5% |
| 1Y | -4.5% | +37.3% | -41.8% | -10.6% |
| 3Y | +94.2% | +421.6% | -327.4% | +44.2% |
| 5Y | +79.1% | +279.8% | -200.7% | +36.1% |
| All | +400.1% | +1,438.5% | -1,038.4% | +201.8% |
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