+423.5%
LIN vs THC
+1,438.5%
-1,015.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +3.6% | +5.9% | -2.3% | +2.8% |
| 30D | +6.4% | +10.8% | -4.4% | +4.9% |
| 3M | +6.5% | +9.4% | -2.9% | +5.1% |
| 6M | +4.9% | +53.3% | -48.4% | -1.4% |
| YTD | +23.4% | +44.2% | -20.7% | +16.4% |
| 1Y | +26.3% | +37.3% | -11.0% | +19.7% |
| 3Y | +38.0% | +421.6% | -383.6% | +6.5% |
| 5Y | +68.0% | +279.8% | -211.8% | +32.0% |
| All | +423.5% | +1,438.5% | -1,015.0% | +237.0% |
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