+65.3%
T vs THC
+952.2%
-886.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.1% |
| 7D | -1.5% | -2.6% | +1.0% | -1.3% |
| 30D | +7.6% | -1.2% | +8.8% | +7.7% |
| 3M | +15.3% | +58.9% | -43.6% | +9.4% |
| 6M | -8.5% | +9.3% | -17.8% | -9.8% |
| YTD | +6.8% | +30.4% | -23.6% | +3.1% |
| 1Y | -7.2% | +34.6% | -41.8% | -10.9% |
| 3Y | +108.2% | +246.7% | -138.4% | +77.2% |
| 5Y | +66.1% | +244.5% | -178.5% | +37.8% |
| 10Y | +65.3% | +950.1% | -884.8% | +16.0% |
| All | +65.3% | +952.2% | -886.9% | +16.0% |
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