+77.5%
QQQ vs THC
+258.4%
-180.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.6% | +1.0% | +2.7% | +3.5% |
| 30D | -6.7% | +5.3% | -12.0% | -7.7% |
| 3M | -7.0% | +7.1% | -14.1% | -8.4% |
| 6M | -4.7% | +46.0% | -50.7% | -12.2% |
| YTD | +11.1% | +43.9% | -32.9% | +1.8% |
| 1Y | +12.3% | +45.4% | -33.2% | +2.6% |
| 3Y | +83.3% | +421.3% | -338.0% | +18.9% |
| All | +77.5% | +258.4% | -180.9% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling