+950.1%
THC vs FTV
+77.3%
+872.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | -2.6% | -0.4% | -2.2% | -2.3% |
| 30D | -1.2% | -8.3% | +7.1% | +5.3% |
| 3M | +58.9% | -7.4% | +66.3% | +68.2% |
| 6M | +9.3% | -1.2% | +10.5% | +9.6% |
| YTD | +30.4% | +2.7% | +27.7% | +23.4% |
| 1Y | +34.6% | +18.4% | +16.2% | +12.9% |
| 3Y | +246.7% | -2.0% | +248.7% | +224.9% |
| 5Y | +244.5% | +3.4% | +241.1% | +201.8% |
| 10Y | +950.1% | +78.5% | +871.6% | +645.0% |
| All | +950.1% | +77.3% | +872.8% | +645.0% |
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