+111.4%
XLK vs THC
+258.4%
-147.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | -10.6% | +5.3% | -15.9% | -11.5% |
| 3M | -10.6% | +7.1% | -17.7% | -12.0% |
| 6M | -3.5% | +46.0% | -49.5% | -11.3% |
| YTD | +18.7% | +43.9% | -25.2% | +8.6% |
| 1Y | +19.4% | +45.4% | -26.0% | +8.8% |
| 3Y | +94.5% | +421.3% | -326.8% | +25.3% |
| All | +111.4% | +258.4% | -147.0% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling