+9.0%
MSFT vs THC
+46.1%
-37.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.6% | -2.9% | +6.4% |
| 7D | +4.7% | +8.8% | -4.2% | +4.4% |
| 30D | +5.8% | +12.6% | -6.8% | +5.6% |
| 3M | +13.0% | +15.4% | -2.4% | +12.8% |
| 6M | +34.9% | +57.7% | -22.8% | +34.8% |
| YTD | +15.7% | +47.1% | -31.4% | +15.6% |
| 1Y | +9.0% | +40.7% | -31.7% | +9.0% |
| All | +9.0% | +46.1% | -37.2% | +9.0% |
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