+14.2%
AGG vs THC
+1,021.1%
-1,006.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -1.0% | +1.5% | -2.5% | -1.0% |
| 3M | -1.3% | +59.9% | -61.2% | -1.9% |
| 6M | -2.1% | +11.0% | -13.0% | -2.3% |
| YTD | -1.2% | +32.6% | -33.8% | -1.7% |
| 1Y | -0.5% | +37.4% | -37.9% | -1.0% |
| 3Y | +12.4% | +252.5% | -240.1% | +10.3% |
| 5Y | -2.4% | +262.3% | -264.8% | -4.6% |
| All | +14.2% | +1,021.1% | -1,006.9% | +9.6% |
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