+141.1%
XRT vs THC
+1,879.5%
-1,738.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -1.4% | +0.2% | -1.7% | -1.5% |
| 30D | +9.8% | +9.0% | +0.8% | +7.8% |
| 3M | +3.3% | +12.9% | -9.6% | +0.6% |
| 6M | +13.6% | +52.8% | -39.2% | +3.1% |
| YTD | +9.1% | +47.4% | -38.4% | -1.0% |
| 1Y | +15.1% | +47.7% | -32.7% | +4.2% |
| 3Y | +59.9% | +444.7% | -384.7% | +5.9% |
| 5Y | -1.7% | +269.3% | -271.0% | -31.9% |
| 10Y | +141.1% | +1,913.5% | -1,772.4% | +15.3% |
| All | +141.1% | +1,879.5% | -1,738.4% | +15.3% |
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