+608.1%
MTUM vs THC
+552.4%
+55.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | +4.1% | -2.6% | +6.7% | +4.4% |
| 30D | -0.2% | -1.2% | +1.0% | -0.1% |
| 3M | -1.9% | +58.9% | -60.8% | -8.1% |
| 6M | +28.1% | +9.3% | +18.8% | +25.7% |
| YTD | +23.6% | +30.4% | -6.8% | +18.2% |
| 1Y | +26.1% | +34.6% | -8.5% | +19.9% |
| 3Y | +116.8% | +246.7% | -129.8% | +79.8% |
| 5Y | +80.0% | +244.5% | -164.5% | +45.9% |
| 10Y | +346.4% | +950.1% | -603.7% | +192.2% |
| All | +608.1% | +552.4% | +55.7% | +391.6% |
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