+16.7%
XRT vs THC
+50.5%
-33.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | +2.5% | +7.5% | -5.0% | +1.7% |
| 30D | +10.3% | +9.6% | +0.8% | +9.3% |
| 3M | +2.4% | +10.3% | -7.9% | +1.3% |
| 6M | +10.0% | +51.8% | -41.8% | +6.1% |
| YTD | +9.5% | +45.4% | -35.9% | +6.8% |
| All | +16.7% | +50.5% | -33.9% | +13.4% |
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 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