-35.2%
MOD vs THC
+35.6%
-70.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.6% |
| 7D | -25.5% | +3.7% | -29.2% | -24.8% |
| 30D | -49.0% | +9.0% | -58.0% | -48.5% |
| 3M | -49.8% | +10.4% | -60.2% | -49.3% |
| 6M | -64.8% | +45.7% | -110.4% | -64.9% |
| YTD | -27.6% | +42.6% | -70.2% | -27.8% |
| 1Y | -35.2% | +38.8% | -74.0% | -34.7% |
| All | -35.2% | +35.6% | -70.8% | -34.7% |
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 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