+1,579.9%
T vs THC
+550.9%
+1,029.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +1.0% | +3.7% | -2.7% | +0.7% |
| 30D | -10.6% | +9.0% | -19.7% | -11.4% |
| 3M | -7.7% | +10.4% | -18.1% | -8.7% |
| 6M | -13.3% | +45.7% | -59.0% | -16.6% |
| YTD | -8.8% | +42.6% | -51.3% | -12.3% |
| 1Y | -8.4% | +38.8% | -47.2% | -11.8% |
| 3Y | +59.6% | +418.8% | -359.2% | +33.8% |
| 5Y | +52.1% | +275.7% | -223.6% | +28.6% |
| 10Y | +56.9% | +1,496.2% | -1,439.4% | +7.3% |
| All | +1,579.9% | +550.9% | +1,029.0% | +887.3% |
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