+876.0%
MSFT vs THC
+1,000.2%
-124.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +2.7% | +1.3% | +1.4% | +2.5% |
| 3M | +17.0% | +64.2% | -47.3% | +9.6% |
| 6M | +23.8% | +8.3% | +15.5% | +21.9% |
| YTD | +4.0% | +33.4% | -29.4% | -0.6% |
| 1Y | -0.8% | +37.7% | -38.5% | -5.8% |
| 3Y | +55.6% | +236.8% | -181.2% | +29.3% |
| 5Y | +72.9% | +249.3% | -176.4% | +39.5% |
| All | +876.0% | +1,000.2% | -124.3% | +561.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling