+266.5%
STT vs THC
+976.6%
-710.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.5% | -0.7% | +1.1% | +0.6% |
| 30D | +3.9% | +1.3% | +2.6% | +3.5% |
| 3M | +20.0% | +64.2% | -44.3% | +7.9% |
| 6M | +55.3% | +8.3% | +47.0% | +51.3% |
| YTD | +53.3% | +33.4% | +20.0% | +42.5% |
| 1Y | +74.7% | +37.7% | +37.0% | +60.6% |
| 3Y | +205.8% | +236.8% | -31.0% | +126.3% |
| 5Y | +145.0% | +249.3% | -104.3% | +73.3% |
| All | +266.5% | +976.6% | -710.1% | +93.6% |
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