-68.1%
RGTI vs THC
+46.1%
-114.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.6% | -8.5% | +1.7% |
| 7D | -9.6% | +8.8% | -18.4% | -9.1% |
| 30D | -26.0% | +12.6% | -38.6% | -25.4% |
| 3M | -35.8% | +15.4% | -51.1% | -35.1% |
| 6M | -36.7% | +57.7% | -94.3% | -35.4% |
| YTD | -49.4% | +47.1% | -96.5% | -47.6% |
| 1Y | -68.1% | +40.7% | -108.8% | -65.3% |
| All | -68.1% | +46.1% | -114.3% | -65.3% |
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