+76.3%
STT vs THC
+32.5%
+43.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.1% |
| 7D | +2.2% | -2.6% | +4.7% | +2.3% |
| 30D | +3.9% | -1.2% | +5.1% | +3.9% |
| 3M | +19.2% | +58.9% | -39.7% | +16.5% |
| 6M | +60.4% | +9.3% | +51.0% | +59.2% |
| YTD | +51.5% | +30.4% | +21.1% | +49.3% |
| 1Y | +76.3% | +34.6% | +41.7% | +68.2% |
| All | +76.3% | +32.5% | +43.8% | +68.2% |
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 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