+53.4%
T vs THC
+274.4%
-220.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +1.0% | +3.7% | -2.7% | +0.6% |
| 30D | -10.6% | +9.0% | -19.7% | -11.4% |
| 3M | -7.7% | +10.4% | -18.1% | -8.8% |
| 6M | -13.3% | +45.7% | -59.0% | -16.9% |
| YTD | -8.8% | +42.6% | -51.3% | -12.5% |
| 1Y | -8.4% | +38.8% | -47.2% | -12.0% |
| 3Y | +59.6% | +418.8% | -359.2% | +30.7% |
| All | +53.4% | +274.4% | -220.9% | +26.0% |
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 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