+1,563.7%
META vs THC
+1,444.7%
+119.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.6% | -8.1% | 0.0% |
| 7D | +2.9% | +8.8% | -6.0% | +1.5% |
| 30D | -15.1% | +12.6% | -27.7% | -16.6% |
| 3M | +7.2% | +15.4% | -8.1% | +4.7% |
| 6M | +3.4% | +57.7% | -54.3% | -4.2% |
| YTD | -4.3% | +47.1% | -51.4% | -10.8% |
| 1Y | +0.8% | +40.7% | -39.9% | -5.5% |
| 3Y | +102.2% | +432.1% | -330.0% | +53.0% |
| 5Y | +89.4% | +301.9% | -212.5% | +46.0% |
| 10Y | +426.7% | +1,546.5% | -1,119.7% | +215.9% |
| All | +1,563.7% | +1,444.7% | +119.0% | +967.7% |
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