+43.4%
XLK vs THC
+40.9%
+2.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +0.9% | -0.7% | +1.5% | +0.8% |
| 30D | +0.7% | +1.3% | -0.5% | +0.7% |
| 3M | -2.9% | +64.2% | -67.2% | -4.2% |
| 6M | +34.3% | +8.3% | +26.0% | +35.2% |
| YTD | +30.4% | +33.4% | -3.0% | +30.1% |
| 1Y | +43.4% | +37.7% | +5.7% | +41.9% |
| All | +43.4% | +40.9% | +2.5% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling