+1,570.9%
QQQ vs THC
+423.4%
+1,147.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.4% | -0.7% | +1.0% | +0.4% |
| 30D | +0.2% | +1.3% | -1.0% | 0.0% |
| 3M | -2.8% | +64.2% | -67.1% | -9.0% |
| 6M | +18.0% | +8.3% | +9.7% | +16.1% |
| YTD | +17.3% | +33.4% | -16.1% | +12.1% |
| 1Y | +25.6% | +37.7% | -12.1% | +19.3% |
| 3Y | +93.7% | +236.8% | -143.1% | +62.1% |
| 5Y | +94.2% | +249.3% | -155.1% | +58.4% |
| 10Y | +557.9% | +995.2% | -437.4% | +324.7% |
| All | +1,570.9% | +423.4% | +1,147.6% | +901.9% |
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