+3.6%
ROL vs THC
+436.4%
-432.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | +20.6% | +9.0% | +11.6% | +19.6% |
| 3M | +4.5% | +12.9% | -8.4% | +3.3% |
| 6M | -26.5% | +52.8% | -79.4% | -29.4% |
| YTD | -34.8% | +47.4% | -82.3% | -37.4% |
| 1Y | -33.2% | +47.7% | -80.9% | -35.8% |
| All | +3.6% | +436.4% | -432.8% | -11.8% |
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 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