+54.1%
T vs THC
+1,325.8%
-1,271.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | +1.7% | +7.5% | -5.8% | +0.8% |
| 30D | -1.7% | +9.6% | -11.3% | -2.7% |
| 3M | -7.3% | +10.3% | -17.6% | -8.4% |
| 6M | -11.2% | +51.8% | -63.0% | -15.6% |
| YTD | -8.1% | +45.4% | -53.5% | -12.5% |
| 1Y | -8.0% | +40.8% | -48.8% | -12.2% |
| 3Y | +62.1% | +448.8% | -386.7% | +30.1% |
| 5Y | +55.7% | +263.4% | -207.7% | +27.6% |
| 10Y | +54.1% | +1,800.1% | -1,745.9% | +3.3% |
| All | +54.1% | +1,325.8% | -1,271.6% | +3.3% |
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