+583.1%
ROKU vs THC
+1,713.9%
-1,130.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +3.5% | +3.7% | -0.2% | +2.5% |
| 30D | +5.1% | +9.0% | -3.9% | +2.8% |
| 3M | +7.0% | +10.4% | -3.4% | +4.1% |
| 6M | +25.4% | +45.7% | -20.2% | +12.9% |
| YTD | +48.0% | +42.6% | +5.4% | +32.5% |
| 1Y | +53.1% | +38.8% | +14.4% | +37.6% |
| 3Y | +92.7% | +418.8% | -326.1% | +20.5% |
| 5Y | -42.4% | +275.7% | -318.1% | -62.0% |
| All | +583.1% | +1,713.9% | -1,130.8% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling