+99.4%
STT vs THC
+274.4%
-175.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -2.5% | +3.7% | -6.2% | -3.2% |
| 30D | -5.0% | +9.0% | -14.0% | -6.7% |
| 3M | -10.5% | +10.4% | -20.9% | -12.4% |
| 6M | +10.0% | +45.7% | -35.7% | +0.8% |
| YTD | +30.7% | +42.6% | -11.9% | +19.3% |
| 1Y | +43.8% | +38.8% | +5.0% | +31.6% |
| 3Y | +168.1% | +418.8% | -250.7% | +67.8% |
| All | +99.4% | +274.4% | -175.0% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling