+183.1%
STT vs THC
+423.7%
-240.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | +3.9% | +5.3% | -1.4% | +3.2% |
| 3M | -8.2% | +7.1% | -15.3% | -9.1% |
| 6M | +15.6% | +46.0% | -30.4% | +9.3% |
| YTD | +37.6% | +43.9% | -6.3% | +29.7% |
| 1Y | +50.1% | +45.4% | +4.7% | +40.9% |
| 3Y | +183.1% | +421.3% | -238.2% | +98.1% |
| All | +183.1% | +423.7% | -240.6% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling