+1,872.1%
T vs THC
+508.9%
+1,363.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +11.4% | +1.3% | +10.1% | +11.2% |
| 3M | +14.3% | +64.2% | -50.0% | +8.9% |
| 6M | -9.3% | +8.3% | -17.5% | -10.3% |
| YTD | +7.1% | +33.4% | -26.3% | +3.7% |
| 1Y | -9.1% | +37.7% | -46.8% | -12.4% |
| 3Y | +105.3% | +236.8% | -131.5% | +79.2% |
| 5Y | +66.8% | +249.3% | -182.4% | +42.0% |
| 10Y | +66.8% | +995.2% | -928.5% | +17.9% |
| All | +1,872.1% | +508.9% | +1,363.3% | +1,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling