+262.0%
STT vs THC
+952.2%
-690.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.8% |
| 7D | +2.2% | -2.6% | +4.7% | +2.7% |
| 30D | +3.9% | -1.2% | +5.1% | +4.1% |
| 3M | +19.2% | +58.9% | -39.7% | +7.9% |
| 6M | +60.4% | +9.3% | +51.0% | +55.9% |
| YTD | +51.5% | +30.4% | +21.1% | +41.4% |
| 1Y | +76.3% | +34.6% | +41.7% | +62.8% |
| 3Y | +200.7% | +246.7% | -45.9% | +121.2% |
| 5Y | +157.5% | +244.5% | -87.1% | +82.6% |
| 10Y | +262.0% | +950.1% | -688.1% | +92.1% |
| All | +262.0% | +952.2% | -690.2% | +92.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling