-4.3%
XRT vs THC
+258.8%
-263.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.3% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | +7.5% | +7.5% | 0.0% | +5.7% |
| 3M | +2.3% | +7.5% | -5.2% | +0.5% |
| 6M | +12.8% | +46.4% | -33.6% | +2.1% |
| YTD | +7.1% | +44.4% | -37.3% | -3.6% |
| 1Y | +12.3% | +43.4% | -31.2% | +0.9% |
| 3Y | +57.0% | +433.3% | -376.3% | -8.7% |
| 5Y | -4.3% | +262.5% | -266.8% | -39.9% |
| All | -4.3% | +258.8% | -263.1% | -39.9% |
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