+116.1%
SPG vs THC
+1,758.3%
-1,642.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +5.6% | +8.8% | -3.3% | +2.8% |
| 30D | +17.6% | +10.0% | +7.5% | +14.0% |
| 3M | +7.5% | +11.7% | -4.2% | +3.5% |
| 6M | +18.5% | +52.5% | -33.9% | +2.6% |
| YTD | +30.9% | +46.1% | -15.1% | +13.4% |
| 1Y | +34.1% | +49.1% | -15.0% | +15.0% |
| 3Y | +135.5% | +439.6% | -304.1% | +26.0% |
| 5Y | +86.5% | +263.2% | -176.6% | +6.4% |
| 10Y | +116.1% | +1,900.5% | -1,784.4% | -31.1% |
| All | +116.1% | +1,758.3% | -1,642.2% | -31.1% |
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