+421.3%
THC vs FTV
+39.2%
+382.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.0% | +3.9% | -2.9% | -0.3% |
| 30D | +5.3% | +18.7% | -13.3% | -0.4% |
| 3M | +7.1% | +10.0% | -2.9% | +3.7% |
| 6M | +46.0% | +14.6% | +31.5% | +39.9% |
| YTD | +43.9% | +23.4% | +20.5% | +32.8% |
| 1Y | +45.4% | +31.3% | +14.1% | +30.5% |
| 3Y | +421.3% | +39.8% | +381.5% | +293.5% |
| All | +421.3% | +39.2% | +382.1% | +293.5% |
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