+91.2%
ROKU vs THC
+418.7%
-327.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +3.5% | +3.7% | -0.2% | +2.7% |
| 30D | +5.1% | +9.0% | -3.9% | +3.2% |
| 3M | +7.0% | +10.4% | -3.4% | +4.6% |
| 6M | +25.4% | +45.7% | -20.2% | +14.8% |
| YTD | +48.0% | +42.6% | +5.4% | +34.6% |
| 1Y | +53.1% | +38.8% | +14.4% | +39.9% |
| All | +91.2% | +418.7% | -327.6% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling