+418.8%
THC vs FTV
+33.2%
+385.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.7% | +0.2% | +3.5% | +3.7% |
| 30D | +9.0% | +15.7% | -6.6% | +4.0% |
| 3M | +10.4% | +7.5% | +2.9% | +7.8% |
| 6M | +45.7% | +8.5% | +37.2% | +42.0% |
| YTD | +42.6% | +18.8% | +23.8% | +33.3% |
| 1Y | +38.8% | +28.5% | +10.2% | +25.2% |
| 3Y | +418.8% | +34.0% | +384.8% | +295.5% |
| All | +418.8% | +33.2% | +385.7% | +295.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling