+528.0%
XRT vs THC
+892.1%
-364.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +0.9% | +3.7% | -2.8% | +0.2% |
| 30D | +7.9% | +9.0% | -1.1% | +6.2% |
| 3M | -0.2% | +10.4% | -10.6% | -2.2% |
| 6M | +5.6% | +45.7% | -40.1% | -2.5% |
| YTD | +5.7% | +42.6% | -36.9% | -2.7% |
| 1Y | +14.6% | +38.8% | -24.2% | +5.9% |
| 3Y | +50.7% | +418.8% | -368.2% | +5.2% |
| 5Y | -4.8% | +275.7% | -280.5% | -31.5% |
| 10Y | +152.6% | +1,496.2% | -1,343.6% | +21.4% |
| All | +528.0% | +892.1% | -364.0% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling