+779.7%
MSCI vs THC
+1,325.8%
-546.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | +1.5% | +7.5% | -6.0% | +0.4% |
| 30D | +14.4% | +9.6% | +4.8% | +12.9% |
| 3M | +15.2% | +10.3% | +4.9% | +13.5% |
| 6M | +11.2% | +51.8% | -40.6% | +3.9% |
| YTD | +13.9% | +45.4% | -31.5% | +6.5% |
| 1Y | +12.5% | +40.8% | -28.3% | +5.5% |
| 3Y | +32.3% | +448.8% | -416.5% | -1.7% |
| 5Y | +4.9% | +263.4% | -258.5% | -19.4% |
| 10Y | +779.7% | +1,800.1% | -1,020.4% | +438.0% |
| All | +779.7% | +1,325.8% | -546.1% | +438.0% |
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