+234.7%
PM vs THC
+1,325.8%
-1,091.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.6% |
| 7D | -7.3% | +7.5% | -14.8% | -8.0% |
| 30D | -4.0% | +9.6% | -13.6% | -5.0% |
| 3M | +2.7% | +10.3% | -7.5% | +1.5% |
| 6M | +14.9% | +51.8% | -36.9% | +9.3% |
| YTD | +23.5% | +45.4% | -21.9% | +17.7% |
| 1Y | +30.4% | +40.8% | -10.4% | +24.5% |
| 3Y | +143.2% | +448.8% | -305.6% | +97.1% |
| 5Y | +159.5% | +263.4% | -103.9% | +114.4% |
| 10Y | +234.7% | +1,800.1% | -1,565.4% | +128.6% |
| All | +234.7% | +1,325.8% | -1,091.1% | +128.6% |
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