+298.3%
COP vs THC
+1,325.8%
-1,027.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | -8.4% | +7.5% | -15.9% | -10.0% |
| 30D | +0.3% | +9.6% | -9.3% | -1.9% |
| 3M | +15.1% | +10.3% | +4.8% | +12.3% |
| 6M | +19.8% | +51.8% | -32.0% | +7.9% |
| YTD | +46.8% | +45.4% | +1.4% | +32.2% |
| 1Y | +59.7% | +40.8% | +19.0% | +44.4% |
| 3Y | +28.7% | +448.8% | -420.1% | -18.9% |
| 5Y | +110.7% | +263.4% | -152.7% | +38.8% |
| 10Y | +298.3% | +1,800.1% | -1,501.8% | +69.6% |
| All | +298.3% | +1,325.8% | -1,027.5% | +69.6% |
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