+1,544.7%
MOD vs THC
+558.0%
+986.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.0% | -5.3% | -6.8% |
| 7D | -34.2% | +5.9% | -40.0% | -35.6% |
| 30D | -51.9% | +10.8% | -62.7% | -53.5% |
| 3M | -53.0% | +9.4% | -62.5% | -54.6% |
| 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% | -46.0% |
| 3Y | +116.8% | +421.6% | -304.8% | +36.0% |
| 5Y | +713.8% | +279.8% | +434.0% | +429.3% |
| 10Y | +882.7% | +1,513.9% | -631.2% | +298.4% |
| All | +1,544.7% | +558.0% | +986.7% | +404.8% |
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