-2.0%
AGG vs THC
+258.2%
-260.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.3% |
| 7D | -0.2% | +4.1% | -4.2% | -0.3% |
| 30D | -0.2% | +3.5% | -3.8% | -0.3% |
| 3M | -0.7% | +61.7% | -62.4% | -1.9% |
| 6M | -1.8% | +11.8% | -13.6% | -2.1% |
| YTD | -0.6% | +35.4% | -36.0% | -1.4% |
| 1Y | +0.4% | +37.0% | -36.6% | -0.6% |
| 3Y | +13.2% | +260.1% | -246.9% | +8.5% |
| 5Y | -2.0% | +262.6% | -264.6% | -6.9% |
| All | -2.0% | +258.2% | -260.2% | -6.9% |
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