+776.9%
XLK vs THC
+1,021.1%
-244.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.5% | +1.5% | -2.0% | -0.8% |
| 3M | +5.0% | +59.9% | -54.9% | -2.7% |
| 6M | +32.9% | +11.0% | +21.9% | +29.8% |
| YTD | +29.0% | +32.6% | -3.6% | +22.2% |
| 1Y | +37.8% | +37.4% | +0.5% | +29.6% |
| 3Y | +118.7% | +252.5% | -133.9% | +74.9% |
| 5Y | +145.6% | +262.3% | -116.8% | +90.6% |
| All | +776.9% | +1,021.1% | -244.2% | +451.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling