+3.4%
META vs THC
+61.5%
-58.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.6% | -8.1% | +1.2% |
| 7D | +2.9% | +8.8% | -6.0% | +2.7% |
| 30D | -15.1% | +12.6% | -27.7% | -15.2% |
| 3M | +7.2% | +15.4% | -8.1% | +7.0% |
| 6M | +3.4% | +57.7% | -54.3% | +2.1% |
| All | +3.4% | +61.5% | -58.1% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling