+1,800.1%
THC vs FTV
+113.3%
+1,686.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | 0.0% |
| 7D | +7.5% | +0.4% | +7.1% | +7.2% |
| 30D | +9.6% | +17.2% | -7.6% | -2.9% |
| 3M | +10.3% | +8.9% | +1.4% | +3.0% |
| 6M | +51.8% | +11.3% | +40.5% | +39.1% |
| YTD | +45.4% | +21.9% | +23.5% | +20.4% |
| 1Y | +40.8% | +31.6% | +9.2% | +9.3% |
| 3Y | +448.8% | +38.1% | +410.7% | +286.8% |
| 5Y | +263.4% | +15.7% | +247.7% | +193.9% |
| 10Y | +1,800.1% | +107.5% | +1,692.6% | +939.0% |
| All | +1,800.1% | +113.3% | +1,686.7% | +939.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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