+124.3%
MOD vs THC
+418.9%
-294.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.0% | -5.3% | -6.9% |
| 7D | -34.2% | +5.9% | -40.0% | -35.2% |
| 30D | -51.9% | +10.8% | -62.7% | -53.2% |
| 3M | -53.0% | +9.4% | -62.5% | -54.3% |
| 6M | -66.4% | +53.3% | -119.6% | -70.5% |
| YTD | -31.5% | +44.2% | -75.7% | -39.5% |
| 1Y | -39.6% | +37.3% | -76.9% | -45.8% |
| All | +124.3% | +418.9% | -294.6% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling