+152.6%
XRT vs THC
+1,325.8%
-1,173.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.2% |
| 7D | +2.5% | +7.5% | -5.0% | +1.0% |
| 30D | +10.3% | +9.6% | +0.8% | +8.3% |
| 3M | +2.4% | +10.3% | -7.9% | +0.2% |
| 6M | +10.0% | +51.8% | -41.8% | -0.1% |
| YTD | +9.5% | +45.4% | -35.9% | -0.2% |
| 1Y | +17.2% | +40.8% | -23.6% | +7.2% |
| 3Y | +62.0% | +448.8% | -386.8% | +7.2% |
| 5Y | -2.1% | +263.4% | -265.5% | -31.8% |
| 10Y | +152.6% | +1,800.1% | -1,647.5% | +23.4% |
| All | +152.6% | +1,325.8% | -1,173.2% | +23.4% |
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 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