+467.0%
TEAM vs THC
+1,325.8%
-858.8%
-87.5%
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% | +0.4% |
| 7D | -17.2% | +7.5% | -24.7% | -18.3% |
| 30D | -25.1% | +9.6% | -34.7% | -26.3% |
| 3M | +3.9% | +10.3% | -6.3% | +2.0% |
| 6M | +69.1% | +51.8% | +17.3% | +57.0% |
| YTD | -4.5% | +45.4% | -49.9% | -11.4% |
| 1Y | -1.9% | +40.8% | -42.7% | -8.6% |
| 3Y | -9.3% | +448.8% | -458.1% | -34.2% |
| 5Y | -65.2% | +263.4% | -328.5% | -73.6% |
| 10Y | +467.0% | +1,800.1% | -1,333.1% | +221.9% |
| All | +467.0% | +1,325.8% | -858.8% | +221.9% |
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