-32.6%
MOD vs THC
+46.1%
-78.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +9.6% | -31.0% | -20.4% |
| 7D | -31.3% | +8.8% | -40.2% | -30.5% |
| 30D | -46.1% | +12.6% | -58.7% | -45.5% |
| 3M | -51.1% | +15.4% | -66.5% | -50.5% |
| 6M | -62.1% | +57.7% | -119.7% | -62.5% |
| YTD | -26.2% | +47.1% | -73.2% | -26.2% |
| 1Y | -32.6% | +40.7% | -73.2% | -31.4% |
| All | -32.6% | +46.1% | -78.7% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling