+874.4%
THC vs FTV
+90.8%
+783.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.3% |
| 7D | -0.7% | -4.5% | +3.8% | +2.7% |
| 30D | +1.3% | -7.1% | +8.3% | +6.8% |
| 3M | +64.2% | -7.2% | +71.4% | +73.4% |
| 6M | +8.3% | -1.5% | +9.8% | +8.8% |
| YTD | +33.4% | +3.5% | +29.9% | +25.6% |
| 1Y | +37.7% | +20.3% | +17.3% | +14.4% |
| 3Y | +236.8% | -3.1% | +239.9% | +219.2% |
| 5Y | +249.3% | +2.3% | +246.9% | +209.9% |
| 10Y | +995.2% | +76.3% | +918.9% | +645.4% |
| All | +874.4% | +90.8% | +783.7% | +547.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling