+59.7%
RGTI vs THC
+364.8%
-305.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.6% |
| 7D | +5.5% | -2.6% | +8.0% | +6.2% |
| 30D | -11.9% | -1.2% | -10.7% | -11.7% |
| 3M | -27.4% | +58.9% | -86.3% | -37.9% |
| 6M | -7.1% | +9.3% | -16.4% | -10.7% |
| YTD | -28.6% | +30.4% | -59.0% | -36.2% |
| 1Y | +4.4% | +34.6% | -30.2% | -7.3% |
| 3Y | +698.5% | +246.7% | +451.8% | +380.7% |
| 5Y | +64.2% | +244.5% | -180.4% | -4.8% |
| All | +59.7% | +364.8% | -305.1% | -7.2% |
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 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