-28.0%
MOD vs THC
+44.8%
-72.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.7% |
| 7D | +16.1% | +0.1% | +16.0% | +16.1% |
| 30D | -38.5% | +7.5% | -46.0% | -37.9% |
| 3M | -46.8% | +7.5% | -54.3% | -46.3% |
| 6M | -61.6% | +46.4% | -108.0% | -61.9% |
| YTD | -20.5% | +44.4% | -64.9% | -21.0% |
| 1Y | -28.0% | +43.4% | -71.5% | -28.4% |
| All | -28.0% | +44.8% | -72.8% | -28.4% |
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