+1,527.5%
META vs THC
+1,300.9%
+226.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +4.8% | +1.3% | +3.5% | +4.5% |
| 3M | -1.6% | +64.2% | -65.9% | -9.3% |
| 6M | -7.5% | +8.3% | -15.7% | -9.2% |
| YTD | -6.4% | +33.4% | -39.8% | -11.3% |
| 1Y | -17.3% | +37.7% | -55.0% | -22.3% |
| 3Y | +109.9% | +236.8% | -126.9% | +69.8% |
| 5Y | +65.4% | +249.3% | -183.9% | +30.0% |
| 10Y | +391.8% | +995.2% | -603.4% | +209.0% |
| All | +1,527.5% | +1,300.9% | +226.6% | +961.2% |
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