+199.4%
STT vs THC
+1,325.8%
-1,126.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.8% |
| 7D | +0.9% | +7.5% | -6.6% | -0.6% |
| 30D | -2.3% | +9.6% | -11.9% | -4.3% |
| 3M | -7.5% | +10.3% | -17.7% | -9.5% |
| 6M | +14.9% | +51.8% | -36.9% | +4.1% |
| YTD | +34.9% | +45.4% | -10.5% | +22.4% |
| 1Y | +47.1% | +40.8% | +6.3% | +34.0% |
| 3Y | +179.6% | +448.8% | -269.2% | +82.8% |
| 5Y | +107.1% | +263.4% | -156.3% | +42.6% |
| 10Y | +199.4% | +1,800.1% | -1,600.7% | +39.8% |
| All | +199.4% | +1,325.8% | -1,126.3% | +39.8% |
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