+3,565.2%
MOD vs THC
+508.9%
+3,056.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | +9.6% | -0.7% | +10.2% | +9.8% |
| 30D | 0.0% | +1.3% | -1.2% | -0.3% |
| 3M | -35.4% | +64.2% | -99.6% | -43.7% |
| 6M | -7.3% | +8.3% | -15.5% | -10.6% |
| YTD | +45.8% | +33.4% | +12.4% | +32.6% |
| 1Y | +43.1% | +37.7% | +5.5% | +28.5% |
| 3Y | +297.7% | +236.8% | +60.9% | +179.8% |
| 5Y | +1,478.8% | +249.3% | +1,229.5% | +957.0% |
| 10Y | +1,633.4% | +995.2% | +638.1% | +670.8% |
| All | +3,565.2% | +508.9% | +3,056.4% | +1,058.8% |
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