+463.5%
BTSG vs THC
+224.1%
+239.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.8% |
| 7D | +2.9% | +4.1% | -1.2% | +1.9% |
| 30D | +0.9% | +3.5% | -2.6% | 0.0% |
| 3M | +1.6% | +61.7% | -60.1% | -9.6% |
| 6M | +46.8% | +11.8% | +34.9% | +41.5% |
| YTD | +65.5% | +35.4% | +30.1% | +52.1% |
| 1Y | +136.2% | +37.0% | +99.2% | +115.3% |
| All | +463.5% | +224.1% | +239.4% | +375.2% |
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