-13.0%
TEAM vs THC
+425.2%
-438.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | -16.9% | +0.1% | -17.1% | -16.9% |
| 30D | -26.8% | +7.5% | -34.3% | -28.0% |
| 3M | -1.9% | +7.5% | -9.4% | -3.6% |
| 6M | +79.2% | +46.4% | +32.7% | +65.2% |
| YTD | -6.1% | +44.4% | -50.4% | -13.9% |
| 1Y | -2.1% | +43.4% | -45.5% | -10.3% |
| All | -13.0% | +425.2% | -438.2% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling